期刊名称：International Journal of Innovative Research in Science, Engineering and Technology
印刷版ISSN：2347-6710
电子版ISSN：2319-8753
出版年度：2014
卷号：3
期号：4
页码：11513
出版社：S&S Publications
摘要：Ridge regression, first proposed by Horel and Kennard [1], is one of the most popular estimation proceduresfor combating multicollinearity in regression analysis. Although controversial, it is a widely used method to estimatethe regression parameters to an ill-conditioned model. Ridge estimates seem to be motivated by a belief that, leastsquare estimates tend to be too large, particularly when there exists any kind of multicollinearity. It gives us a smallermean square error than OLS estimates for ill- conditioned data. In this paper the ridge procedure has been tried with aninterval of shrinkage parameter which has been constructed through bootstrapping approach. Here the intention was tofind such an interval for the shrinkage parameter for which the stability of the estimates could be visualized as well asexpected change of sign of the parameter values could also be obtained. With this interval another important thingmight roughly be obtained that for which value of the ridge parameter, the minimum GCV [2] occurs, could be found.For bootstrapping a random sample from the data matrix has been obtained for each repetition and for the stabilizationof the coefficients the method of degrees of freedom trace (DF- trace), which was first proposed by Tripp [3], [14] inhis doctoral dissertation, was followed.
