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A study on modified regression estimators : With application /

Ghada Abdalaziz Mohammed Almekhlafi

A study on modified regression estimators : With application / دراسة تقديرات الانحدار المعدلة : مع التطبيق Ghada Abdalaziz Mohammed Almekhlafi ; Supervised Amany M. Mohammed , Elhoussainy A. Rady , Naglaa A. Morad - Cairo : Ghada Abdalaziz Mohammed Almekhlafi , 2012 - 93Leaves : charts ; 30cm

Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics

Ridge resression is one of the alternatives estimators to Least Squares as a solution to Multicollinearty problem , leading to estimators which are in a sense having smaller mean squares error ( MSE ) comparing to Least Square method ( OLS ) . In this thesis we study the Ridge regression by presenting a review for the topic including a detailed bibliography for of the literature and including most suggested values of k and compere some of them based on MSE and bias



Multicollinearity Ridge parameter Ridge resression