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Journals / Gazi University Journal of Science / 2016 / Volume: 29 Issue: 4

A STUDY ON TESTS OF HYPOTHESIS BASED ON RIDGE ESTIMATOR

Esra Gökpınar
Meral Ebegil
Pages
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Publication Date
2016-12-19
DOI
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

In addition, a real data example is presented.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:The literature of Ridge regression include many articles that deal with point estimation of the coefficients vector .
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Key Findings & Data: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].
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Conclusion & Impact:In addition, a real data example is presented.
🔬Design:Article
📍Scope:Comprehensive Sample
⚙️Variables:Biasing factors · Ridge regression · Hypothesis testing

Abstract

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.

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Cite This Article

Gökpınar, E., Ebegil, M. (2016). A STUDY ON TESTS OF HYPOTHESIS BASED ON RIDGE ESTIMATOR. Gazi University Journal of Science, Volume: 29 Issue: 4. https://ajindex.com/articles/1269445

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