Alkhamisi, Mahdi A.; Shukur, Ghazi - Centrum för arbetsmarknadspolitisk forkskning (CAFO), … - 2006
A number of procedures have been developed for finding biased estimators of regression parameters. One of these procedures is the ridge regression. In this paper, a new approach to obtain the ridge parameter (K) is suggested and then evaluated by Monte Carlo simulations. A large number of...