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Empirical Bayes and Bayes for Ridge regression | ||
| AL-Qadisiyah Journal For Administrative and Economic sciences | ||
| Article 1, Volume 6, Issue 1, 2005, Pages 169-182 PDF (0 K) | ||
| Author | ||
| Muhannad Faiz Al-Sadoun | ||
| Abstract | ||
| In this paper , we consider the problem of estimating the regression parameters in a multiple linear regression model , when the multicollinearity is present under the assumption of normality , we present two types , empirical Bayes and Bayes . One of them shrinks the least squares (LS) estimator towards the principal component .The second type is a hierarchical Bayesian model . A simulation example is given . | ||
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