Results 91 to 100 of about 197,245 (124)

New robust two-parameter estimator for overcoming outliers and multicollinearity in Poisson regression model. [PDF]

Sci Rep
Mohammad HH, Hammad AT, El-Helbawy AA, Kalantan ZI, Habineza A, Hussam E, Gemeay AM.   +6 more
europepmc   +1 more source

Robust estimation methods for addressing multicollinearity and outliers in beta regression models. [PDF]

Sci Rep
Olaluwoye OT, Lukman AF, Alrasheedi MA, Nzomo WN, Farghali RA.   +4 more
europepmc   +1 more source

The multivariate least trimmed squares estimator. [PDF]

In this paper we introduce the least trimmed squares estimator for multivariate regression. We give three equivalent formulations of the estimator and obtain its breakdown point. A fast algorithm for its computation is proposed.
Croux, Christophe, Agullo, J, Van Aelst, S   +2 more
core  

A New Mixed Biased Estimator for Ill-Conditioning Challenges in Linear Regression Model With Chemometrics Applications. [PDF]

Anal Sci Adv
Amin M, Aljeddani SMA, Akram MN, Yasmeen S.   +3 more
europepmc   +1 more source

A STRUCTURAL-EQUATION GME ESTIMATOR [PDF]

A generalized maximum entropy estimator is developed for the linear simultaneous equations systems model. We provide results on large and small sample properties of the estimator.
Mittelhammer, Ronald C., Cardell, N. Scott, Marsh, Thomas L.   +2 more
core  

Enhancing accuracy in modelling highly multicollinear data using alternative shrinkage parameters for ridge regression methods. [PDF]

Sci Rep
Akhtar N, Alharthi MF.
europepmc   +1 more source

A new modified biased estimator for Zero inflated Poisson regression model. [PDF]

Heliyon
Zeeshan M, Khan A, Amanullah M, Bakr ME, Alshangiti AM, Balogun OS, Yusuf M.   +6 more
europepmc   +1 more source

Mitigating multicollinearity in zero-inflated negative binomial regression using the modified Kibria-Lukman estimator

AIMS Mathematics
Masad A. Alrasheedi, Adewale F. Lukman, Rasha A. Farghali, Asamh Saleh M. Al Luhayb   +3 more
openaire   +1 more source

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Generalized kibria-lukman estimator for multicollinearity in linear regression models: theoretical insights and comparative analysis

International Journal of Science and Technology Research Archive
Multicollinearity, a common issue in regression models caused by high correlations among explanatory variables, undermines the stability and reliability of traditional estimators like Ordinary Least Squares (OLS). This study investigates the Generalized Kibria-Lukman (GKL) estimator, introduced by Dawoud et al.
null Ayanlowo E.A, null Oladapo D.I, null Odeyemi A.S, null Obadina G.O   +3 more
exaly   +2 more sources

On the preliminary test Kibria-Lukman estimator for the linear regression model

Communications in Statistics Part B: Simulation and Computation
Jibo Wu, Bhuiyan Mohammad Golam Kibria
exaly   +3 more sources