Comparison Between Two Methods, H.S.L. and The Iteration Method to Estimate Parameter of Ridge

Abstract The multi - linearity is one of the problems that the researchers are avoided. In this problem, the least squares estimates will be inadmissible Therefore, we used the Ridge Regression which has a biased estimates and has a more efficient estimates than the least squares. In this paper we used the Ridge Regression and we used two methods for the estimation of Ridge factor (K) , the first , is the iterative method , and the second , is Hocking , Speed and lynn (H. S. L.) .The comparison is made between the two methods by using the total mean square error criterion. .