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