Results 1 to 10 of about 103 (71)
On the mixed Kibria–Lukman estimator for the linear regression model
This paper considers a linear regression model with stochastic restrictions,we propose a new mixed Kibria–Lukman estimator by combining the mixed estimator and the Kibria–Lukman estimator.This new estimator is a general estimation, including OLS ...
Hongmei Chen, Jibo Wu
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Generalized Kibria-Lukman Estimator: Method, Simulation, and Application
In the linear regression model, the multicollinearity effects on the ordinary least squares (OLS) estimator performance make it inefficient. To solve this, several estimators are given. The Kibria-Lukman (KL) estimator is a recent estimator that has been
Issam Dawoud +2 more
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Kibria–Lukman estimator for the Conway–Maxwell Poisson regression model: Simulation and applications
The Conway–Maxwell Poisson (COMP) regression model is one of the count data models to account for over– and under–dispersion. In regression analysis, when the explanatory variables are correlated, when there is multicollinearity problem, this inflates ...
Mohamed R. Abonazel +2 more
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Scholars usually adopt the method of least squared to model the relationship between a response variable and two or more explanatory variables. Ordinary least squares estimator's performance is good when there is no outliers and multicollinearity in the ...
K.C. Arum +5 more
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Following the idea presented with regard to the elastic-net and Liu-LASSO estimators, we proposed a new penalized estimator based on the Kibria–Lukman estimator with L1-norms to perform both regularization and variable selection.
Adewale Folaranmi Lukman +5 more
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Modified Kibria-Lukman (MKL) estimator for the Poisson Regression Model: application and simulation [version 2; peer review: 2 approved, 1 approved with reservations] [PDF]
Background: Multicollinearity greatly affects the Maximum Likelihood Estimator (MLE) efficiency in both the linear regression model and the generalized linear model. Alternative estimators to the MLE include the ridge estimator, the Liu estimator and the
Olukayode Adebimpe +4 more
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This study presents a novel estimator that combines the Kibria–Lukman and ridge estimators to address the challenges of multicollinearity in Conway–Maxwell–Poisson (COMP) regression models.
Nasser A. Alreshidi +4 more
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Jackknife Kibria-Lukman M-Estimator: Simulation and Application
The ordinary least square (OLS) method is very efficient in estimating the regression parameters in a linear regression model under classical assumptions.
Segun L. Jegede +3 more
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K-L Estimator: Dealing with Multicollinearity in the Logistic Regression Model
Multicollinearity negatively affects the efficiency of the maximum likelihood estimator (MLE) in both the linear and generalized linear models. The Kibria and Lukman estimator (KLE) was developed as an alternative to the MLE to handle multicollinearity ...
Adewale F. Lukman +5 more
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The Poisson regression model (PRM) is a widely used statistical technique for analyzing count data. However, when explanatory variables in the model are correlated, the estimation of regression coefficients using the maximum likelihood estimator (MLE ...
Hleil Alrweili
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