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RIDGE REGRESSION

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Date Issued:
1984
Summary:
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 elasticities for Greek imports.
Title: RIDGE REGRESSION.
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Name(s): VELENTZAS, KONSTANTINOS THEODOROS.
Florida Atlantic University, Degree grantor
Stronge, William B., Thesis advisor
College of Business
Department of Economics
Type of Resource: text
Genre: Electronic Thesis Or Dissertation
Issuance: monographic
Date Issued: 1984
Publisher: Florida Atlantic University
Place of Publication: Boca Raton, Fla.
Physical Form: application/pdf
Extent: 91 p.
Language(s): English
Summary: 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 elasticities for Greek imports.
Identifier: 14202 (digitool), FADT14202 (IID), fau:11013 (fedora)
Collection: FAU Electronic Theses and Dissertations Collection
Note(s): College of Business
Thesis (M.A.)--Florida Atlantic University, 1984.
Subject(s): Ridge regression (Statistics)
Estimation theory
Held by: Florida Atlantic University Libraries
Persistent Link to This Record: http://purl.flvc.org/fcla/dt/14202
Sublocation: Digital Library
Use and Reproduction: Copyright © is held by the author, with permission granted to Florida Atlantic University to digitize, archive and distribute this item for non-profit research and educational purposes. Any reuse of this item in excess of fair use or other copyright exemptions requires permission of the copyright holder.
Use and Reproduction: http://rightsstatements.org/vocab/InC/1.0/
Host Institution: FAU
Is Part of Series: Florida Atlantic University Digital Library Collections.