Current Search: Ridge regression Statistics (x)
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Title
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RIDGE REGRESSION.
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Creator
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VELENTZAS, KONSTANTINOS THEODOROS., Florida Atlantic University, Stronge, William B., College of Business, Department of Economics
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Abstract/Description
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This thesis demonstrates the theory and logic of the ridge regression method of statistical estimation. The effect of multicollinearity on ordinary least squares is explored, and the optimality of the ridge estimators is derived. The critical analyses of ridge regression that have been developed in the biased estimation literature and by Bayesian statisticians is discussed. The technique of ridge regression is compared to ordinary least squares in the context of estimating price and income...
Show moreThis thesis demonstrates the theory and logic of the ridge regression method of statistical estimation. The effect of multicollinearity on ordinary least squares is explored, and the optimality of the ridge estimators is derived. The critical analyses of ridge regression that have been developed in the biased estimation literature and by Bayesian statisticians is discussed. The technique of ridge regression is compared to ordinary least squares in the context of estimating price and income elasticities for Greek imports.
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Date Issued
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1984
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PURL
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http://purl.flvc.org/fcla/dt/14202
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Subject Headings
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Ridge regression (Statistics), Estimation theory
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Format
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Document (PDF)
