METODE ALTERNATIF UNTUK MEMILIH PARAMETER RIDGE; ALTERNATIVE METHOD FOR CHOOSING RIDGE PARAMETER

FITRIANA ANGGARAATI, Sri Haryatmi

2012 | Disertasi | PROGRAM STUDI S2 MATEMATIKA

Estimation of regression parameter using the method of least square error will give unsatisfactory results if there is a multicolinearity. The Ridge regression method is one of the way to overcome multicolinearity. Ridge parameter plays an important role in parameter estimation. Hoerl, Kennard and Baldwin introduced method for choosing the Ridge parameter with . Dorugade and Kashid o(2010) are suggested alternative method for choosing the Ridge parameter that produces the smallest Mean Square Error

Kata Kunci : Regresi Ridge; Multikolinearitas