Using the Outlier Analysis Method to Estimate the Ridge Parameter

Authors

• Hazim Mansoor Gorgees, Dept. of Mathematics, College of Pure Science Ibn Al-Haithem, University of Baghdad, Iraq

Abstract

In this paper the method of singular value decomposition is used to estimate the ridge parameter of ridge regression estimator which is an alternative to ordinary least squares estimator when the general linear regression model suffer from near multicollinearity.

DOI

10.33095/jeas.v15i53.1204

Subject Area

Statistical

First Page

1

Last Page

10

Recommended Citation

Gorgees, H. M. (2009). Using the Outlier Analysis Method to Estimate the Ridge Parameter. Journal of Economics and Administrative Sciences, 15(53), 1-10. https://doi.org/10.33095/jeas.v15i53.1204