Publication: Bireysel Emeklilik Fonlarının Scheffé Ridge ve Çoklu Regrasyon Modelleri ile İncelenmesi
Abstract
Özet: Günümüzde bileşenlerin miktarlarına bağlı olan bağımsız değişkenli denemeler ve karışımı oluşturan bileşenlerin miktarlarına bağlı olmaksızın, oranlarına bağlı olan karma denemeler yaygın olarak kullanılmaktadır. 1958 yılında Scheffe' nin ortaya çıkardığı karma denemeler tıp, kimya, gıda gibi bir çok alana uygulanmıştır. Farklı bir uygulama olarak bireysel emeklilik fonları, içerikleri çeşitli yatırım araçlarının belirli oranlarda kullanılması ile oluştuğundan Scheffe karma denemeleri için uygun yapılar oluşturmaktadır. Bu çalışmada, bireysel emeklilik fonlarını oluşturan yatırım araçları bileşenlerinin bağıl oranları kullanılarak Scheffe karma denemeler yöntemi ile fonların yatırım araçlarına bağlılığının modellenmesi yapılmış ve üç farklı fon için durum incelenmiştir. Her modele Ridge ve çoklu regresyoıt uygulanarak sonuçlar değerlendirilmiştir.
Abstract: Statistical experiment in which the response is assumed to depend on the amount of mixture and a designed experiment in which the response is assumed to depend only on the relative proportions of the ingredients present in the mixture and not on the amount of the mixture are both commonly used today. After H. Scheffe introduced the pioneering article on designed experiments in 1958, many researches in medicine, chemistry, food and so on have been developed on mixture experiments. As a different application, since the private pension plans are the combination of ratios of various investment instruments, they have suitable structure for Scheffe models. In this work, using the proportions of the components of private pension plans, dependency offunds 011 investment instruments was modeled by Scheffe models and three funds were examined. The Ridge regression and multiple regressions were also applied to each model and the results were evaluated.
Abstract: Statistical experiment in which the response is assumed to depend on the amount of mixture and a designed experiment in which the response is assumed to depend only on the relative proportions of the ingredients present in the mixture and not on the amount of the mixture are both commonly used today. After H. Scheffe introduced the pioneering article on designed experiments in 1958, many researches in medicine, chemistry, food and so on have been developed on mixture experiments. As a different application, since the private pension plans are the combination of ratios of various investment instruments, they have suitable structure for Scheffe models. In this work, using the proportions of the components of private pension plans, dependency offunds 011 investment instruments was modeled by Scheffe models and three funds were examined. The Ridge regression and multiple regressions were also applied to each model and the results were evaluated.