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Estimation parameters using bisquare weighted robust ridge regression BRLTS estimator in the presence of multicollinearity and outliers

This study presents an improvement to robust ridge regression estimator. We proposed two methods Bisquare ridge least trimmed squares (BRLTS) and Bisquare ridge least absolute value (BRLAV) based on ridge least trimmed squares RLTS and ridge least absolute value (RLAV) respectively. We compared thes...

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Main Authors: Kafi, Dano Pati, Adnan, Robiah, Rasheed, Abdulkadir Bello, Md. Jedi, Muhamad Alias
Format: Conference or Workshop Item
Language:English
Published: 2015
Subjects:
QA Mathematics
Online Access:http://eprints.utm.my/id/eprint/61313/1/RobiahAdnan2015_EstimationParametersUsingBisquareWeighted.pdf
http://eprints.utm.my/id/eprint/61313/
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spelling my.utm.613132017-07-31T07:03:03Z http://eprints.utm.my/id/eprint/61313/ Estimation parameters using bisquare weighted robust ridge regression BRLTS estimator in the presence of multicollinearity and outliers Kafi, Dano Pati Adnan, Robiah Rasheed, Abdulkadir Bello Md. Jedi, Muhamad Alias QA Mathematics This study presents an improvement to robust ridge regression estimator. We proposed two methods Bisquare ridge least trimmed squares (BRLTS) and Bisquare ridge least absolute value (BRLAV) based on ridge least trimmed squares RLTS and ridge least absolute value (RLAV) respectively. We compared these methods with existing estimators, namely ordinary least squares (OLS) and Bisquare ridge regression (BRID) using three criteria: Bias, Root Mean Square Error (RMSE) and Standard Error (SE) to estimate the parameters coe±cients. The results of Bisquare ridge least trimmed squares (BRLTS) and Bisquare ridge least absolute value (BRLAV) are compared with existing methods using real data and simulation study. The empirical evidence shows that the results obtain from the BRLTS are the best among the three estimators followed by BRLAV with the least value of the RMSE for the diÆerent disturbance distributions and degrees of multicollinearity. 2015 Conference or Workshop Item PeerReviewed application/pdf en http://eprints.utm.my/id/eprint/61313/1/RobiahAdnan2015_EstimationParametersUsingBisquareWeighted.pdf Kafi, Dano Pati and Adnan, Robiah and Rasheed, Abdulkadir Bello and Md. Jedi, Muhamad Alias (2015) Estimation parameters using bisquare weighted robust ridge regression BRLTS estimator in the presence of multicollinearity and outliers. In: Simposium Kebangsaan Sains Matematik ke-23, 24-26 Nov, 2015, Johor Bahru, Johor.
institution Universiti Teknologi Malaysia
building UTM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Malaysia
content_source UTM Institutional Repository
url_provider http://eprints.utm.my/
language English
topic QA Mathematics
spellingShingle QA Mathematics
Kafi, Dano Pati
Adnan, Robiah
Rasheed, Abdulkadir Bello
Md. Jedi, Muhamad Alias
Estimation parameters using bisquare weighted robust ridge regression BRLTS estimator in the presence of multicollinearity and outliers
description This study presents an improvement to robust ridge regression estimator. We proposed two methods Bisquare ridge least trimmed squares (BRLTS) and Bisquare ridge least absolute value (BRLAV) based on ridge least trimmed squares RLTS and ridge least absolute value (RLAV) respectively. We compared these methods with existing estimators, namely ordinary least squares (OLS) and Bisquare ridge regression (BRID) using three criteria: Bias, Root Mean Square Error (RMSE) and Standard Error (SE) to estimate the parameters coe±cients. The results of Bisquare ridge least trimmed squares (BRLTS) and Bisquare ridge least absolute value (BRLAV) are compared with existing methods using real data and simulation study. The empirical evidence shows that the results obtain from the BRLTS are the best among the three estimators followed by BRLAV with the least value of the RMSE for the diÆerent disturbance distributions and degrees of multicollinearity.
format Conference or Workshop Item
author Kafi, Dano Pati
Adnan, Robiah
Rasheed, Abdulkadir Bello
Md. Jedi, Muhamad Alias
author_facet Kafi, Dano Pati
Adnan, Robiah
Rasheed, Abdulkadir Bello
Md. Jedi, Muhamad Alias
author_sort Kafi, Dano Pati
title Estimation parameters using bisquare weighted robust ridge regression BRLTS estimator in the presence of multicollinearity and outliers
title_short Estimation parameters using bisquare weighted robust ridge regression BRLTS estimator in the presence of multicollinearity and outliers
title_full Estimation parameters using bisquare weighted robust ridge regression BRLTS estimator in the presence of multicollinearity and outliers
title_fullStr Estimation parameters using bisquare weighted robust ridge regression BRLTS estimator in the presence of multicollinearity and outliers
title_full_unstemmed Estimation parameters using bisquare weighted robust ridge regression BRLTS estimator in the presence of multicollinearity and outliers
title_sort estimation parameters using bisquare weighted robust ridge regression brlts estimator in the presence of multicollinearity and outliers
publishDate 2015
url http://eprints.utm.my/id/eprint/61313/1/RobiahAdnan2015_EstimationParametersUsingBisquareWeighted.pdf
http://eprints.utm.my/id/eprint/61313/
_version_ 1643655134210686976
score 13.244745

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