Compared Some Estimators Ordinary Ridge Regression And Bayesian Ridge Regression With Practical Application

Authors

  • عماد حازم عبودي
  • احمد جبار حمود

DOI:

https://doi.org/10.33095/jeas.v25i112.1673

Keywords:

انحدار الحرف الاعتيادية المتحيزة، انحدار الحرف الاعتيادية غير المتحيزة، انحدار الحرف البيزية., biased unbiased Bayesian

Abstract

Maulticollinearity is a problem that always occurs when two or more predictor variables are correlated with each other. consist of the breach of one basic assumptions of the ordinary least squares method with biased estimates results, There are several methods which are proposed to handle this problem including the  method To address a problem  and  method To address a problem , In this research a comparisons are employed between the biased   method and unbiased   method with Bayesian   using Gamma distribution  method  addition to Ordinary Least Square method, We will use the simulation to compare these methods using the mean squares error criteria. The method of biased  gave good results by using sizes different samples.

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Published

2019-06-01

Issue

Section

Statistical Researches

How to Cite

“Compared Some Estimators Ordinary Ridge Regression And Bayesian Ridge Regression With Practical Application” (2019) Journal of Economics and Administrative Sciences, 25(112), pp. 444–460. doi:10.33095/jeas.v25i112.1673.

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