Compared the Proposed Method (AUGJRR) with Biased Methods to Estimate the Generalized Ridge Regression of the Existence of Multicollinearity | ||
| Al-Rafidain University College For Sciences | ||
| Article 1, Volume 0, Issue 37, October 2017, Pages 69-78 | ||
| Author | ||
| Saja M. Hussein | ||
| Abstract | ||
| The estimate the parameters of the General linear model, which suffers from a breach in one of the assumptions which is semi multicollinearity between the explanatory variables be using methods of estimating generalized Ridge regression which it will focus our attention in this research such as Generalized Ridge Regression Estimator (GRRE), Modified Jackknife Ridge Regression (MJRRE), Generalized Jackknife Ridge Regression)GJRRE( , Generalized Liu Estimator (GLE), Almost unbiased Generalized Liu (AUGLE) , Almost unbiased Generalized Ridge Regression (AUGRRE) addition to the proposed method Almost unbiased Generalized Jackknife Ridge Regression (AUGJRRE) Where in this research to derive the proposed method (AUGJRRE) to estimate the parameters of the model, which suffers from the problem of multicollinearity and the proposed method were compared with the methods mentioned above as well as the method (ols). | ||
| Keywords | ||
| Multicollinearity; Generalized Ridge Regression Estimator; Modified Jackknife Ridge Regression; Generalized Jackknife Ridge Regression; Generalized Liu Estimator; Almost unbiased Generalized Liu; Almost unbiased Generalized Ridge Regression; Almost unbiased Generalized Jackknife Ridge; GRRE; GJRRE; MJRRE; GLE; AUGLE; AUGJRRE | ||
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