Title :
Irregular ridge regression: Improvements based on computer simulation
Author_Institution :
Sch. of Math. & Stat., Xianning Univ., Xianning, China
Abstract :
In the procedure of traditional ridge regression, adjusting matrix kl is added to X\´X in order to reduce the singularity of X\´X, and the variances of the least squares estimate of parameters could be controlled to reasonable range. It is shown by computer simulation in this paper that the least squares estimates of parameters would be much better when matrix kl is replaced by a proper irregular adjusting matrix. A new definition "irregular ridge regression" is given.
Keywords :
digital simulation; least squares approximations; matrix algebra; regression analysis; computer simulation; irregular adjusting matrix; irregular ridge regression definition; least square estimation; Computer simulation; Data models; Educational institutions; Estimation; Least squares approximation; Linear regression; Vectors; adjusting matrix; irregular matrix; multicollinearity; omputer simulation; ridge regression;
Conference_Titel :
Electrical and Control Engineering (ICECE), 2011 International Conference on
Conference_Location :
Yichang
Print_ISBN :
978-1-4244-8162-0
DOI :
10.1109/ICECENG.2011.6057468
