Ridge Regression Based on Some Robust Estimators

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ŞAMKAR H., ALPU Ö.

JOURNAL OF MODERN APPLIED STATISTICAL METHODS, cilt.9, sa.2, ss.495-501, 2010 (ESCI, Scopus)

• Yayın Türü: Makale / Tam Makale
• Cilt numarası: 9 Sayı: 2
• Basım Tarihi: 2010
• Doi Numarası: 10.22237/jmasm/1288584960
• Dergi Adı: JOURNAL OF MODERN APPLIED STATISTICAL METHODS
• Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), Scopus
• Sayfa Sayıları: ss.495-501
• Açık Arşiv Koleksiyonu: AVESİS Açık Erişim Koleksiyonu
• Eskişehir Osmangazi Üniversitesi Adresli: Evet

Özet

Robust ridge methods based on M, S, MM and GM estimators are examined in the presence of multicollinearity and outliers. GMWalker, using the LS estimator as the initial estimator is used. S and MM estimators are also used as initial estimators with the aim of evaluating the two alternatives as biased robust methods.