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Journal of Economics and Administrative Sciences • Vol 30 • No 143
A Comparison between Methods for Estimating the Restricted Gamma Ridge Regression Model Using the Simulation
October 2024 • Mikrajuddin Abdullah, Suhail Najim Abood
In this paper, we discuss estimating the parameters of the restricted gamma ridge regression model by combining gamma ridge regression with restricted maximum likelihood. The characteristics of the new estimator and its superiority over the restricted gamma ridge regression estimator and restricted maximum likelihood will be identified, using several formulas for the shrinkage factor k, and it will also be Using the Monte Carlo simulation method to generate data that suffers from the problem of multicollinearity w…
Ridge
Statistics
Regression Analysis
Mathematics
Computer Science
Paleontology