A Comparison of OLS and Ridge Regression Methods in the Presence of Multicollinearity Problem in the Data

N S M Shariff, Hanan Duzan · International journal of engineering and technology · 2018

Explore this paper's citation graph

Type: article
Published: 2018-11-30
Cited by: 2
References: 11
Access: Open access
DOI: https://doi.org/10.14419/ijet.v7i4.30.21999
OpenAlex: https://openalex.org/W2942019163
Semantic Scholar: https://api.semanticscholar.org/CorpusID:149735518

Keywords

Multicollinearity, Variance inflation factor, Regression analysis, Ordinary least squares, Statistics

References

On Developing Ridge Regression Parameters: A Graphical investigationGisela Muniz, B. M. Golam Kibria, Kristofer Månsson — 2012
An Evaluation of Ridge EstimatorsJoseph P. Newhouse, Samuel D. Oman — 1971
On Some Ridge Regression Estimators: An Empirical ComparisonsGisela Muniz, B. M. Golam Kibria — 2009
Ridge Regression: Applications to Nonorthogonal ProblemsArthur E. Hoerl, Robert W. Kennard — 1970
Performance of Some New Ridge Regression EstimatorsB. M. Golam Kibria — 2003
Ridge Regression: Biased Estimation for Nonorthogonal ProblemsArthur E. Hoerl, Robert W. Kennard — 2000
Choosing Ridge Parameter for Regression ProblemsGhadban Khalaf, Ghazi Shukur — 2005
A Simulation Study of Some Ridge Regression Estimators under Different Distributional AssumptionsKristofer Månsson, Ghazi Shukur, B. M. Golam Kibria — 2010
Developing Ridge Parameters for SUR ModelM. A. Alkhamisi, Ghazi Shukur — 2008
Ridge Regression for Solving the Multicollinearity Problem: Review of Methods and ModelsHanan Duzan, Nurul Sima Binti Moh Shariff — 2015
Solution to the Multicollinearity Problem by Adding some Constant to the DiagonalHanan Duzan, Nurul Sima Binti Mohamaed Shariff — 2016

Cited by

Quantifying stratospheric ozone trends over 1984–2020: a comparison of ordinary and regularized multivariate regression modelsYajuan Li, Sandip Dhomse, Martyn P. Chipperfield — 2023

Related papers

Choosing Appropriate Regression Model in the Presence of MulticolinearityMaruf A. Raheem, Nse Udoh, Aramide T. Gbolahan — 2019
Principal Components to Overcome Multicollinearity ProblemAbubakari S. Gwelo — 2019
Nonlinear Robust Regression Using Kernel Principal Component Analysis and R-EstimatorsAntoni Wibowo, Mohammad Ishak Desa — 2011
Robust Ridge regression to solve a multicollinearity and outlierN E Jeremia, Siti Nurrohmah, Ida Fithriani — 2020
ESTIMATION AND ANALYSIS OF REGRESSION COEFFICIENTS WHEN EXPLANATORY VARIABLES ARE CORRELATEDG. R. Pasha, Muhammad Akbar Ali Shah — 2004
Comparison of Liu and two parameter principal component estimator to combat multicollinearitySelahattin Kaçıranlar, Nimet Özbay, Ecem Özkan — 2021