Results 1 to 10 of about 134 (94)

On the mixed Kibria–Lukman estimator for the linear regression model [PDF]

open access: yesScientific Reports, 2022
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 ...
Jibo Wu, Wu Jibo
exaly   +5 more sources

Modified Kibria-Lukman (MKL) estimator for the Poisson Regression Model: application and simulation [version 2; peer review: 2 approved, 1 approved with reservations] [PDF]

open access: yesF1000Research, 2021
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
doaj   +12 more sources

Generalized Kibria-Lukman Estimator: Method, Simulation, and Application

open access: yesFrontiers in Applied Mathematics and Statistics, 2022
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
Mohamed R Abonazel   +2 more
exaly   +4 more sources

Kibria–Lukman Hybrid Estimator for Handling Multicollinearity in Poisson Regression Model: Method and Application

open access: yesInternational Journal of Mathematics and Mathematical Sciences
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
doaj   +4 more sources

Kibria–Lukman estimator for the Conway–Maxwell Poisson regression model: Simulation and applications

open access: yesScientific African, 2023
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, Fuad Awwad
exaly   +4 more sources

Combating outliers and multicollinearity in linear regression model using robust Kibria-Lukman mixed with principal component estimator, simulation and computation

open access: yesScientific African, 2023
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 ...
Kingsley Arum
exaly   +4 more sources

A New Ridge-Type Estimator for the Gamma Regression Model. [PDF]

open access: yesScientifica (Cairo), 2021
The known linear regression model (LRM) is used mostly for modelling the QSAR relationship between the response variable (biological activity) and one or more physiochemical or structural properties which serve as the explanatory variables mainly when the distribution of the response variable is normal.
Lukman AF   +4 more
europepmc   +2 more sources

A New Ridge-Type Estimator for the Linear Regression Model: Simulations and Applications. [PDF]

open access: yesScientifica (Cairo), 2020
The ridge regression‐type (Hoerl and Kennard, 1970) and Liu‐type (Liu, 1993) estimators are consistently attractive shrinkage methods to reduce the effects of multicollinearity for both linear and nonlinear regression models. This paper proposes a new estimator to solve the multicollinearity problem for the linear regression model.
Kibria BMG, Lukman AF.
europepmc   +2 more sources

Two-Parameter Modified Ridge-Type M-Estimator for Linear Regression Model. [PDF]

open access: yesScientificWorldJournal, 2020
The general linear regression model has been one of the most frequently used models over the years, with the ordinary least squares estimator (OLS) used to estimate its parameter. The problems of the OLS estimator for linear regression analysis include that of multicollinearity and outliers, which lead to unfavourable results. This study proposed a two‐
Lukman AF   +3 more
europepmc   +2 more sources

New two parameter hybrid estimator for zero inflated negative binomial regression models [PDF]

open access: yesScientific Reports
The zero-inflated negative binomial regression (ZINBR) model is used for modeling count data that exhibit both overdispersion and zero-inflated counts. However, a persistent challenge in the efficient estimation of parameters within ZINBR models is the ...
Fatimah A. Almulhim   +5 more
doaj   +2 more sources

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