An automatic-selection of biasing parameter of ridge regression. | [Journal of Engineering and Applied Sciences • 1987]

Author(s):

1. Islam Noor: Mathematics Department, University of Peshawar, Peshawar, Pakistan

2. Taj M. Khattak: Mathematics Department, Islamia College, University of Peshawar, Peshawar, Pakistan

Abstract:

It is proposed a method for an automatic selection of a biasing parameter for Generalized Midge Estimator (GRE) and Ordinary Ridge Estimator (ORE). For exposition of the use of biasing parameter as suggested for ORE, an example is represented to show that for this value, the ORE dominates the Ordinary Least Square Estimator (OLSE) in the sense of smaller Mean Square Error (MSE).

Page(s): 116-118

DOI: DOI not available

Published: Journal: Journal of Engineering and Applied Sciences, Volume: 6, Issue: 2, Year: 1987

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