Shrinkage Ridge Regression Estimators in High-Dimensional Linear Models


YÜZBAŞI B. , Ahmed S. E.

9th International Conference on Management Science and Engineering Management (ICMSEM), Karlsruhe, Almanya, 21 - 23 Temmuz 2015, cilt.362, ss.793-807 identifier identifier

  • Cilt numarası: 362
  • Doi Numarası: 10.1007/978-3-662-47241-5_67
  • Basıldığı Şehir: Karlsruhe
  • Basıldığı Ülke: Almanya
  • Sayfa Sayıları: ss.793-807

Özet

In this paper, we suggest shrinkage ridge regression estimators for a multiple linear regression model, and compared their performance with some penalty estimators which are lasso, adaptive lasso and SCAD. Monte Carlo studies were conducted to compare the estimators and a real data example is presented to illustrate the usefulness of the suggested methods.