Date of Award
1984
Document Type
Thesis
Publication Status
Version of Record
Submission Date
October 2026
Thesis/Dissertation Advisor [Chair]
Stronge, William B.
Abstract
This thesis demonstrates the theory and logic of the ridge regression method of statistical estimation. The effect of multicollinearity on ordinary least squares is explored, and the optimality of the ridge estimators is derived. The critical analyses of ridge regression that have been developed in the biased estimation literature and by Bayesian statisticians is discussed. The technique of ridge regression is compared to ordinary least squares in the context of estimating price and income elasticities for Greek imports.
Extent
91 p.
Recommended Citation
VELENTZAS, KONSTANTINOS THEODOROS, "RIDGE REGRESSION" (1984). Electronic Theses and Dissertations 1980 - 1989. 339.
https://digitalcommons.fau.edu/etd_general_3/339
Identifier
FADT14202
Comments
College of Business|Thesis (M.A.)--Florida Atlantic University, 1984.|FAU Electronic Theses and Dissertations Collection|College of Business