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314868

Another Look at Partitioned Ridge Regression Estimators

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Last updated: 05 Jan 2025

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Abstract

Several biased estimators have been proposed as alternatives to the Least squares estimator when multicollinearity is present in the multiple linear regression model. The ridge regression estimator and the principal components regression estimator are two techniques that have been proposed for such problems. In this paper the partitioned ridge regression estimator is developed for multiple linear regression model. This estimator commonly used to combat multicollinearity. The performance of the partitioned ridge regression estimator; in terms of covariance matrix and mean square error (MSE); is compared with partitioned least squared estimators.

DOI

10.21608/esju.1992.314868

Keywords

Multiple regression, Multicollinearity, Ridge Regression, Principal component analysis, Partitioned Regression

Authors

First Name

Linda

Last Name

Abskharoon

MiddleName

S.

Affiliation

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City

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Orcid

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First Name

Mahmoud

Last Name

Mahmoud

MiddleName

R.

Affiliation

-

Email

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City

-

Orcid

-

Volume

36

Article Issue

2

Related Issue

43182

Issue Date

1992-12-01

Receive Date

2023-08-28

Publish Date

1992-12-01

Page Start

307

Page End

316

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_314868.html

Detail API

https://esju.journals.ekb.eg/service?article_code=314868

Order

9

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Another Look at Partitioned Ridge Regression Estimators

Details

Type

Article

Created At

28 Dec 2024