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Author

Lee Ceng Yik

Universiti Putra Malaysia, Malaysia
1 article in our journals

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Research ArticleOpen accessPERFORMANCE OF RIDGE REGRESSION ESTIMATOR METHODS ON SMALL SAMPLE SIZE BY VARYING CORRELATION COEFFICIENTS: A SIMULATION STUDYAnwar Fitrianto, Lee Ceng YikWhen independent variables have high linear correlation in a multiple linear regression model, we can have wrong analysis. It happens if we do the multiple linear regression analysis based on common Ordinary Least Squares (OLS) method. In this situation, we are suggested to use ridge regression estimator. We conduct some simulation study to compare the performance of ridge regression estimator … …Journal of Mathematics and Statistics, Vol. 10, Issue 1 · 3 Jan 2014 · 8,545 accessesView PDFCite