Performance of the New Ridge Regression Parameters
Mowafaq Muhammed Al-Kassab, Mohammed Qasim Al-Awjar
Journal of Advances in Mathematics and Computer Science · pp. 1–9 · Published 1 Jan 2020
10.9734/jamcs/2019/v34i530225Abstract
A new approach is presented to find the ridge parameter k when the multiple regression model suffers from multicollinearity. This approach studied two cases, for the value k, scalar, and matrix. A comparison between this proposed ridge parameter and other well-known ridge parameters evaluated elsewhere, in terms of the mean squares error criterion, is given. Examples from several research papers are conducted to illustrate the optimality of this proposed ridge parameter k.
Cited by 1
Mowafaq Muhammed Al-Kassab, Salisu Ibrahim · Springer Proceedings in Mathematics & Statistics · 2023
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