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Full-Text Articles in Applied Statistics
A Proposed Ridge Parameter To Improve The Least Square Estimator, Ghadban Khalaf
A Proposed Ridge Parameter To Improve The Least Square Estimator, Ghadban Khalaf
Journal of Modern Applied Statistical Methods
Ridge regression, a form of biased linear estimation, is a more appropriate technique than ordinary least squares (OLS) estimation in the case of highly intercorrelated explanatory variables in the linear regression model Y = β + u. Two proposed ridge regression parameters from the mean square error (MSE) perspective are evaluated. A simulation study was conducted to demonstrate the performance of the proposed estimators compared to the OLS, HK and HKB estimators. Results show that the suggested estimators outperform the OLS and the other estimators regarding the ridge parameters in all situations examined.
Improved Estimator In The Presence Of Multicollinearity, Ghadban Khalaf
Improved Estimator In The Presence Of Multicollinearity, Ghadban Khalaf
Journal of Modern Applied Statistical Methods
The performances of two biased estimators for the general linear regression model under conditions of collinearity are examined and a new proposed ridge parameter is introduced. Using Mean Square Error (MSE) and Monte Carlo simulation, the resulting estimator’s performance is evaluated and compared with the Ordinary Least Square (OLS) estimator and the Hoerl and Kennard (1970a) estimator. Results of the simulation study indicate that, with respect to MSE criteria, in all cases investigated the proposed estimator outperforms both the OLS and the Hoerl and Kennard estimators.
Variance Inflation Factors In Regression Models With Dummy Variables, Leigh Murray, Hien Nguyen, Yu-Feng Lee, Marta D. Remmenga, David W. Smith
Variance Inflation Factors In Regression Models With Dummy Variables, Leigh Murray, Hien Nguyen, Yu-Feng Lee, Marta D. Remmenga, David W. Smith
Conference on Applied Statistics in Agriculture
Variance Inflation Factors (VIFs) are used to detect collinearity among predictors in regression models. Textbook explanation of collinearity and diagnostics such as VIFs have focused on numeric predictors as being "co-linear" or "co-planar", with little attention paid to VIFs when a dummy variable is included in the model. This work was motivated by two regression models with high VIFs, where "standard' interpretations of causes of collinearity made no sense. The first was an alfalfa-breeding model with two numeric predictors and two dummy variables. The second was an economic model with one numeric predictor, one dummy and the numeric x dummy …