Graduation Semester and Year
2009
Language
English
Document Type
Dissertation
Degree Name
Doctor of Philosophy in Mathematics
Department
Mathematics
First Advisor
Chien-Pai Han
Abstract
Testing the equality of regression coefficients between two regression equations is a common practice in statistics today. The theory and methods are sufficiently developed under ordinary least squares (OLS) estimation. However, there is no method for conducting such tests when OLS estimation is not an appropriate method. For example, when multicollinearity exists in the data.Therefore, there is a need for a method to test the equality of regression coefficients when the data is multicollinear. In this research, we will present methods for conducting such a test using ridge regression coefficient estimators and principal component estimators. We will also present a method for testing the equivalence of the OLS regression coefficients between two or more samples even in the presence of multicollinearity. Lastly, we will present a method for determining a ridge preliminary test estimator (PTE) and a PTE that incorporates the ridge and a stacked estimator.
Disciplines
Mathematics | Physical Sciences and Mathematics
License
This work is licensed under a Creative Commons Attribution-NonCommercial-Share Alike 4.0 International License.
Recommended Citation
Riley, Fransell, "Testing The Equality Of Regression Coefficients And A Pooling Methodology From Multiple Samples When The Data Is Multicollinear" (2009). Mathematics Dissertations. 87.
https://mavmatrix.uta.edu/math_dissertations/87
Comments
Degree granted by The University of Texas at Arlington