A Comparison Two Ridge Regression Using LAD method with Simulation

Author:

Mohammad Tamarah Wathib,Al-Dubaicy Awatif Rezzoky

Abstract

Abstract The multicollinearity is the one of the important and contained problems in regression analysis, because its effect on model estimators, the problem is that the independent variables are so closely related that the results of the regression are not clear, the aim of this research is to solve the problem of multicollinearity. one of the solutions get of this problem has deal with, which is the ridge regression of least absolute deviation (LAD) estimators, by adding a proposed a ridge parameter which is considered as contribution to solving the problem of multicollinearity by modify B M Golam Kibria ( K ^ M E D ) then compared it between them. The ( K ^ C N ) is the best estimator by simulation study and mean square error (MSE) critical.

Publisher

IOP Publishing

Subject

General Physics and Astronomy

Reference17 articles.

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