Publicación:
BAYESIAN ESTIMATION OF THE SHRINKAGE PARAMETER IN RIDGE REGRESSION

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dc.creatorMANUEL JESÚS PEREIRA BARAHONA
dc.creatorLUIS ALBERTO FIRINGUETTI LIMONE
dc.date2020
dc.date.accessioned2025-01-10T15:14:18Z
dc.date.available2025-01-10T15:14:18Z
dc.date.issued2020
dc.description.abstractA COMMON PROBLEM IN THE PRACTICE OF REGRESSION ANALYSIS IS MULTICOLLINEARITY. ITS NEGATIVE EFFECTS ON THE LEAST SQUARES ESTIMATOR ARE WELL KNOWN. A NUMBER OF SHRINKAGE ESTIMATORS HAVE BEEN DEVELOPED TO CORRECT THIS PROBLEM, PROMINENT AMONG THEM IS RIDGE REGRESSION. WE DISCUSS THE BAYESIAN INTERPRETATION OF THE ESTIMATOR AND IN PARTICULAR WE PROPOSE A BAYESIAN STRATEGY TO SELECT THE SHRINKAGE PARAMETER. WE PROVIDE AN EXAMPLE OF THE RESULTING RIDGE REGRESSION ESTIMATOR. ALSO, TO COMPARE THE ESTIMATION AND PREDICTION PROPERTIES OF THE BAYESIAN SHRINKAGE RIDGE REGRESSION WITH OTHER WELL KNOWN RIDGE REGRESSION AND ORDINARY LEAST SQUARES ESTIMATORS, WE PERFORM A SIMULATION STUDY.
dc.formatapplication/pdf
dc.identifier.doi10.1080/03610918.2018.1547395
dc.identifier.issn1532-4141
dc.identifier.issn0361-0918
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/11066
dc.languagespa
dc.publisherCOMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
dc.relation.uri10.1080/03610918.2018.1547395
dc.rightsPUBLICADA
dc.subjectSIMULATIONS
dc.subjectRIDGE REGRESSION
dc.subjectMULTICOLLINEARITY
dc.subjectLINEAR REGRESSION MODEL
dc.subjectBAYESIAN ESTIMATION
dc.titleBAYESIAN ESTIMATION OF THE SHRINKAGE PARAMETER IN RIDGE REGRESSION
dc.title.alternativeESTIMACIÓN BAYESIANA DEL PARÁMETRO DE CONTRACCIÓN EN REGRESIÓN DE CRESTAS
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDIRECCION GENERAL DE ANALISIS INSTITUCIONAL
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
ubb.SedeCONCEPCIÓN
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