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Testing The Equality Of Regression Coefficients And A Pooling Methodology From Multiple Samples When The Data Is Multicollinear

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Testing The Equality Of Regression Coefficients And A Pooling Methodology From Multiple Samples When The Data Is Multicollinear

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dc.contributor.author Riley, Fransell en_US
dc.date.accessioned 2009-09-16T18:19:05Z
dc.date.available 2009-09-16T18:19:05Z
dc.date.issued 2009-09-16T18:19:05Z
dc.date.submitted January 2009 en_US
dc.identifier.other DISS-10310 en_US
dc.identifier.uri http://hdl.handle.net/10106/1737
dc.description.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. en_US
dc.description.sponsorship Han, Chien-pai en_US
dc.language.iso EN en_US
dc.publisher Mathematics en_US
dc.title Testing The Equality Of Regression Coefficients And A Pooling Methodology From Multiple Samples When The Data Is Multicollinear en_US
dc.type Ph.D. en_US
dc.contributor.committeeChair Han, Chien-Pai en_US
dc.degree.department Mathematics en_US
dc.degree.discipline Mathematics en_US
dc.degree.grantor University of Texas at Arlington en_US
dc.degree.level doctoral en_US
dc.degree.name Ph.D. en_US
dc.identifier.externalLink http://www.uta.edu/ra/real/editprofile.php?onlyview=1&pid=72
dc.identifier.externalLinkDescription Link to Research Profiles

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