Abdul kareem, Q., Algamal, Z. (2020). Generalized ridge estimator shrinkage estimation based on particle swarm optimization algorithm. Journal of University of Babylon, 17(32), 37-52. doi: 10.33899/iqjoss.2020.167387
Qamar Abdul kareem; Zakariya Yahya Algamal. "Generalized ridge estimator shrinkage estimation based on particle swarm optimization algorithm". Journal of University of Babylon, 17, 32, 2020, 37-52. doi: 10.33899/iqjoss.2020.167387
Abdul kareem, Q., Algamal, Z. (2020). 'Generalized ridge estimator shrinkage estimation based on particle swarm optimization algorithm', Journal of University of Babylon, 17(32), pp. 37-52. doi: 10.33899/iqjoss.2020.167387
Abdul kareem, Q., Algamal, Z. Generalized ridge estimator shrinkage estimation based on particle swarm optimization algorithm. Journal of University of Babylon, 2020; 17(32): 37-52. doi: 10.33899/iqjoss.2020.167387

Generalized ridge estimator shrinkage estimation based on particle swarm optimization algorithm

IRAQI JOURNAL OF STATISTICAL SCIENCES
Article 4, Volume 17, Issue 32, Autumn 2020, Page 37-52  XML PDF (568 K)
Document Type: Research Paper
DOI: 10.33899/iqjoss.2020.167387
Authors
Qamar Abdul kareem 1; Zakariya Yahya Algamal2
1Researcher / College of Computer science and Mathematics / Mosul University
2Dept. of Statistics and Informatics/ college of computer sciences and mathematics/ University of Mosul, Mosul, iraq
Abstract
It is well-known that in the presence of multicollinearity, the ridge estimator is an alternative to the ordinary least square (OLS) estimator. Generalized ridge estimator (GRE) is an generalization of the ridge estimator. However, the efficiency of GRE depends on appropriately choosing the shrinkage parameter matrix which is involved in the GRE. In this paper, a particle swarm optimization method, which is a metaheuristic continuous algorithm, is proposed to estimate the shrinkage parameter matrix. The simulation study and real application results show the superior performance of the proposed method in terms of prediction error. 
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