Andishe_ye Amari

Andishe_ye Amari

Using the generalized maximum Tsallis entropy for estimating the Ridge regression parameter

Document Type : Original Article

Author
Department of Statistics, Faculty of Mathematics, Statistics and Computer Science, University of Sistan and Baluchestan
Abstract
 Regression analysis using the method of least squares requires the establishment of basic assumptions. One of the problems
 of regression analysis in this way faces major problems is the existence of collinearity among the regression variables. Many
 methods to solve the problems caused by the existence of the same have been introduced linearly. One of these methods
 is ridge regression. In this article, a new estimate for the ridge parameter using generalized maximum Tsallis entropy is
 presented and we call it the Ridge estimator of generalized maximum Tsallis entropy. For the cement dataset Portland, which
 have strong collinearity and since 1332, different estimators have been presented for these data, this estimator is calculated
 and We compare the generalized maximum Tsallis entropy ridge estimator, generalized maximum entropy ridge estimator
 and the least squares estimator.
Keywords

Volume 27, Issue 2
February 2023
Pages 53-59

  • Receive Date 01 May 2025
  • First Publish Date 01 May 2025
  • Publish Date 20 February 2023