عناصر مشابهة
Generalized Ridge Estimator Shrinkage Estimation Based on Particle Swarm Optimization Algorithm
| المصدر: | المجلة العراقية للعلوم الإحصائية |
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| الناشر: |
جامعة الموصل - كلية علوم الحاسوب والرياضيات
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| المؤلف الرئيسي: | |
| مؤلفين آخرين: | |
| المجلد/العدد: | ع32 |
| محكمة: | نعم |
| الدولة: | العراق |
| التاريخ الميلادي: | 2020 |
| الصفحات: | 37 - 52 |
| ISSN: | 1680-855X |
| رقم MD: | 1125755 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | English |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| رابط المحتوى: |
| المستخلص: | It is well-known that in the presence of multicollinearity, the ridge estimator is an alternative to the ordinary least square (OLS) estimator. The generalized ridge estimator (GRE) is a generalization of the ridge estimator. However, the efficiency of the GRE depends on appropriately choosing the shrinkage parameter matrix which is involved in the GRE. In this paper, a particle swarm optimization method, which is a metaheuristic continuous algorithm, is proposed to estimate the shrinkage parameter matrix. The simulation study and real application results show the superior performance of the proposed method in terms of prediction error. |
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