IJPAM: Volume 85, No. 4 (2013)
STAGES RIDGE REGRESSION ESTIMATOR
1,2Department of Mathematics
College of Science
P.O. Box 30002, Madinah, SAUDI ARABIA
Abstract. This paper introduces a new Estimator for multicollinearly matrix data and autocorrelated errors. We purpose two Stages Ridge Estimator(TR) for the multiple linear regression model, which suffers from both problems autocorrelation (AR(1)) and multicollinearity. After adjusting this with the ordinary ridge regression estimator (ORR), we use a mixed method to apply the two stages least squares procedure (TS). We also derive some statistical properties of this biased estimator and the paper is achieved by an application example.
Received: October 23, 2012
AMS Subject Classification: 62J07, 62J05
Key Words and Phrases: two stages estimator, multicollinearity, singular matrices, relaxation method, autocorrelated errors, general linear models
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DOI: 10.12732/ijpam.v85i4.3 How to cite this paper?
Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395