Shrinkage Approaches for Ridge-Type Estimators Under Multicollinearity

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dc.contributor.authorAl-Momani, Marwan
dc.contributor.authorYuzbasi, Bahadir
dc.contributor.authorBataineh, Mohammad Saleh
dc.contributor.authorAbdallah, Rihab
dc.contributor.authorMoideenkutty, Athifa
dc.date.accessioned2026-04-04T13:31:00Z
dc.date.available2026-04-04T13:31:00Z
dc.date.issued2025
dc.departmentİnönü Üniversitesi
dc.description.abstractMulticollinearity is a common issue in regression analyses that occurs when some predictor variables are highly correlated, leading to unstable least squares estimates of model parameters. Various estimation strategies have been proposed to address this problem. In this study, we enhanced a ridge-type estimator by incorporating pretest and shrinkage techniques. We conducted an analytical comparison to evaluate the performance of the proposed estimators in terms of their bias, quadratic risk, and numerical performance using both simulated and real data. Additionally, we assessed several penalization methods and three machine learning algorithms to facilitate a comprehensive comparison. Our results demonstrate that the proposed estimators outperformed the standard ridge-type estimator with respect to the mean squared error of the simulated data and the mean squared prediction error of two real data applications.
dc.identifier.doi10.3390/math13223733
dc.identifier.issn2227-7390
dc.identifier.issue22
dc.identifier.orcid0000-0002-6196-3201
dc.identifier.orcid0000-0003-3674-125X
dc.identifier.scopus2-s2.0-105023081084
dc.identifier.scopusqualityQ1
dc.identifier.urihttps://doi.org/10.3390/math13223733
dc.identifier.urihttps://hdl.handle.net/11616/108520
dc.identifier.volume13
dc.identifier.wosWOS:001624233800001
dc.identifier.wosqualityQ1
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherMdpi
dc.relation.ispartofMathematics
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_WOS_20250329
dc.subjectridge-type estimation
dc.subjectshrinkage
dc.subjectpretest
dc.subjectpenalization methods
dc.subjectmachine learning
dc.titleShrinkage Approaches for Ridge-Type Estimators Under Multicollinearity
dc.typeArticle

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