A Comparison between New Estimation and variable Selectiion method in Regression models by Using Simulation

نویسندگان

  • Ahmadi, A
  • Talebi, H
چکیده مقاله:

In this paper some new methods whitch very recently have been introduced for parameter estimation and variable selection in regression models are reviewd. Furthermore , we simulate several models in order to evaluate the performance of these methods under diffrent situation. At last we compare the performance of these methods with that of the regular traditional variable selection methods such as the forward selection and ridge regression.

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عنوان ژورنال

دوره 15  شماره 2

صفحات  29- 39

تاریخ انتشار 2011-03

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