APPLICATION OF RIDGE REGRESSION TO MULTICOLLINEAR DATA | Journal of Research (Science)

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Published: 2004-07-02

Keywords:

Biasing parameter, eigen values, inflation factors, multicollinearity,, Ridge regression, standardization

G. R. Pasha

Department of Statistics, Bahauddin Zakariya University, Multan

Muhammad Akbar Ali Shah

Department of Statistics, Islamia University, Bahawalpur

Abstract

The main thrust of this paper is to investigate the ridge regression problem in multicollinear data. The properties of ridge estimator are discussed. Variance inflation factors, eigen values and standardization problem are studied through an empirical comparison between OLS and ridge regression method by regressing number of persons employed on five variables. Methods to choose biasing parameter K are also presented.

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Issue

Vol. 15 No. 1 (2004): Volume 15 No. 1 january, 2004

Section

Computation and data analytics

How to Cite

Pasha, G. R., & Shah, M. A. A. (2004). APPLICATION OF RIDGE REGRESSION TO MULTICOLLINEAR DATA. Journal of Research (Science), 15(1), Pages: 97-106. http://jorscience.com/index.php/JRS/article/view/176

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