A STUDY ON TESTS OF HYPOTHESIS BASED ON RIDGE ESTIMATOR

Esra Gökpınar, Meral Ebegil
1.887 408

Abstract


The literature of Ridge regression include many articles that deal with point estimation of the coefficients vector . However, few of them tackle the statistical inference problem about or some of its components. One of them is introduced by Halawa and Basuiouni[1] who present non-exact tests based on Ridge regression by using two different biasing parameters (k) which are proposed by Hoerl and Kennard [2] and Hoerl et al. [3]. Thus, we investigate others popular k values used the Ridge regression for testing significance of regression coefficients. We compare tests in terms of type I error rates and powers by using Monte Carlo simulation. In addition, a real data example is presented.


Keywords


Biasing factors, Ridge regression, Hypothesis testing, Type I error, Power of test

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