A Study On Tests Of Hypothesis Based On Ridge Estimator

The literature of Ridge regression include many articles that deal with point estimation of the coefficients vector . However, few of them tackle the statistical inference problem about or some of its components. One of them is introduced by Halawa and Basuiouni[1] who present non-exact tests based...

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Bibliographic Details
Published in:	Gazi University Journal of Science Vol. 29; no. 4
Main Authors:	Gökpınar,Esra, Ebegil,Meral
Format:	Journal Article
Language:	English
Published:	Gazi Üniversitesi Yayınları 01-01-2016
Subjects:	Bilim-Teknoloji Ankara Türkiye Ridge regression Hypothesis Testing Biasing parameters Power of test Type I error rate
Online Access:	Get full text
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Summary:	The literature of Ridge regression include many articles that deal with point estimation of the coefficients vector . However, few of them tackle the statistical inference problem about or some of its components. One of them is introduced by Halawa and Basuiouni[1] who present non-exact tests based on Ridge regression by using two different biasing parameters (k) which are proposed by Hoerl and Kennard [2] and Hoerl et al. [3]. Thus, we investigate others popular k values used the Ridge regression for testing significance of regression coefficients. We compare tests in terms of type I error rates and powers by using Monte Carlo simulation. In addition, a real data example is presented.
ISSN:	2147-1762