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

  • عماد حازم عبودي
  • احمد جبار حمود

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.

Published
2019-06-01
How to Cite
عبوديع. and حمودا. (2019) “Compared Some Estimators Ordinary Ridge Regression And Bayesian Ridge Regression With Practical Application”, Journal of Economics and Administrative Sciences, 25(112), pp. 444-460. doi: 10.33095/jeas.v25i112.1673.
Section
Statistical Researches