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