New Procedure for Selecting Raise Vector in Raising Regression

Abstract

Abstract One of the most important things in raise regression is selecting the raise factor λ. A new procedure for selecting the raised vector have been prepared with new technique for choosing the raising factor λ. Three different criterion have been used to study of this procedure, namely, scalar mean square error (MSE), determination coefficients R2, and the variance inflation factor (VIF). Also, some examples have been given to illustrate our finding. Where the best MSE, acceptable R2, VIF and reduce simultaneously the multicollinearity among vectors are the main results of this procedure by giving better estimate for raise factor λ which may apply in different fields that suffered from the problem of multicollinearity.