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Some Researches on the Ridge Estimator

Author: LaiYuanLi
Tutor: ChenQingPing
School: Wuhan University of Science and Technology
Course: Probability Theory and Mathematical Statistics
Keywords: Multicollinearity Ridge Estimation Ridge parameter Mixed Qian estimates
CLC: O212.1
Type: Master's thesis
Year: 2010
Downloads: 134
Quote: 0
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Abstract


Estimated regression coefficients in the linear regression model in this study . Create a linear model to some practical problems , including high degree of correlation between the more independent variable or variables directly using the least squares estimation , tend to have a greater mean square error that results of no practical value . Therefore, we continue to improve the least squares estimation . Chapter II , analysis of the causes of multicollinearity . Produce multicollinearity reality , then find the multicollinearity formation mechanism . Effects of multicollinearity on least squares estimation of the impact of from Zhuo variance error angle . Chapter III , to discuss the nature of the ridge estimation . General conditions , there is a suitable parameter , so that the ridge estimate the mean square error than most Theravada estimated small . Chapter IV , constructed by the ordinary Mixed estimated OME Ridge estimated the new ORE mixture estimated OMRE of the new estimate with respect to some of the good properties of the OME and ORE , and the actual data to verify the constructed good actual performance .

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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Mathematical Statistics > General mathematical statistics
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