Open AccessNew Procedure for Selecting Raise Vector in Raising Regression
Author(s) -
Rifaat Saad Abdul Jabbar,
Mustafa Ismaeel. Niaf.
Publication year - 2021
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1879/3/032025
Subject(s) - multicollinearity , variance inflation factor , statistics , regression , mathematics , variance (accounting) , scalar (mathematics) , mean squared error , econometrics , raising (metalworking) , inflation (cosmology) , regression analysis , computer science , economics , physics , accounting , geometry , theoretical physics
One of the most important things in raise regression is selecting the raise factor λ. A new procedure for selecting the raised vector have been prepared with new technique for choosing the raising factor λ. Three different criterion have been used to study of this procedure, namely, scalar mean square error (MSE), determination coefficients R 2 , and the variance inflation factor (VIF). Also, some examples have been given to illustrate our finding. Where the best MSE, acceptable R 2 , VIF and reduce simultaneously the multicollinearity among vectors are the main results of this procedure by giving better estimate for raise factor λ which may apply in different fields that suffered from the problem of multicollinearity.