Open Access Open Access  Restricted Access Subscription Access

Residual Analysis of Jackknifed Ridge Type Estimators

Feras Sh. M. Batah

Abstract


Ridge, Jackknifed ridge and many other estimators have been proposed to overcome effects of multicollinearity on ordinary least squares (OLS) estimator in multiple linear regression. In this paper, we discuss the performance of Jackknifed ridge regression (JRR) over the ridge regression and OLS estimators in sense of residuals. We also illustrate the results with numerical examples based on Hald data, data generated by Hoerl and Kennard (1981), and a simulation study is done.

Keywords


multicollinearity, ridge regression estimator, Jackknifed ridge estimator, residual.

Full Text:

PDF


Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.