Note
College of Business
Member of
Contributors
Publisher
Florida Atlantic University
Date Issued
1984
Description
This thesis demonstrates the theory and logic of the ridge
regression method of statistical estimation. The effect of
multicollinearity on ordinary least squares is explored,
and the optimality of the ridge estimators is derived. The
critical analyses of ridge regression that have been
developed in the biased estimation literature and by
Bayesian statisticians is discussed. The technique of
ridge regression is compared to ordinary least squares in
the context of estimating price and income elasticities for
Greek imports.
regression method of statistical estimation. The effect of
multicollinearity on ordinary least squares is explored,
and the optimality of the ridge estimators is derived. The
critical analyses of ridge regression that have been
developed in the biased estimation literature and by
Bayesian statisticians is discussed. The technique of
ridge regression is compared to ordinary least squares in
the context of estimating price and income elasticities for
Greek imports.
Language
Type
Form
Extent
91 p.
Subject (Topical)
Identifier
14202
Additional Information
College of Business
Thesis (M.A.)--Florida Atlantic University, 1984.
FAU Electronic Theses and Dissertations Collection
Date Backup
1984
Date Text
1984
Date Issued (EDTF)
1984
Extension
FAU
FAU
admin_unit="FAU01", ingest_id="ing1508", creator="staff:fcllz", creation_date="2007-07-19 02:15:39", modified_by="staff:fcllz", modification_date="2011-01-06 13:09:07"
IID
FADT14202
Issuance
monographic
Organizations
Attributed name: Florida Atlantic University
Attributed name: College of Business
Attributed name: Department of Economics
Person Preferred Name
VELENTZAS, KONSTANTINOS THEODOROS.
Graduate College
Physical Description
91 p.
application/pdf
Title Plain
RIDGE REGRESSION
Use and Reproduction
Copyright © is held by the author, with permission granted to Florida Atlantic University to digitize, archive and distribute this item for non-profit research and educational purposes. Any reuse of this item in excess of fair use or other copyright exemptions requires permission of the copyright holder.
http://rightsstatements.org/vocab/InC/1.0/
Origin Information
1984
monographic
Boca Raton, Fla.
Florida Atlantic University
Physical Location
Florida Atlantic University Libraries
Place
Boca Raton, Fla.
Sub Location
Digital Library
Title
RIDGE REGRESSION
Other Title Info
RIDGE REGRESSION