Results 61 to 70 of about 218 (135)

Detection of Near-Nulticollinearity through Centered and Noncentered Regression [PDF]

open access: yes, 2020
This paper analyzes the diagnostic of near-multicollinearity in a multiple linear regression from auxiliary centered (with intercept) and noncentered (without intercept) regressions.
García García, Catalina   +2 more
core   +3 more sources

Selection of A New Biasing Parameter for the Jackknife Kibria-Lukman Estimator for the Negative Binomial Regression Model

open access: yes, 2023
The negative binomial regression model (NBRM) is a generalized linear model which relaxes the restrictive assumption by the Poisson regression model when the variance is equal to the mean. The estimation of the parameters of the NBRM is obtained using the maximum likelihood (ML) method. Maximum likelihood estimator becomes unstable when the explanatory
Oranye Henrietta E   +6 more
openaire   +1 more source

Special ridge-type estimator: Simulation and application to chemical data

open access: yesAIP Advances
This study delves into regularization techniques, such as ridge regression, Liu estimator, and Kibria–Lukman estimator, as alternatives to the maximum likelihood method for addressing multicollinearity in beta regression models.
Rasha A. Farghali   +4 more
doaj   +1 more source

Factors Affecting the Number of Infant Morality Cases in West Java for the 2019-2020 Period using Generalized Poisson Regression (GPR) [PDF]

open access: yes, 2023
The number of infant mortality cases is data in the form of counts which is modeled by Poisson regression. There is an assumption that needs to be met, namely equidispersion.
Dewi, Kartika   +2 more
core   +2 more sources

Mitigating multicollinearity in ridge regression: a comparative study of quantile-based two parameter weighted KL-estimators

open access: yesResearch in Statistics
In linear regression, when predictors exhibit collinearity, the problem of multicollinearity arises, leading to a reduction in the efficiency of the ordinary least squares (OLS) estimator.
Qamruz Zaman   +4 more
doaj   +1 more source

Performance Of Some New Quantile-Based Two Parameter Ridge Estimators For Linear Regression Model: Simulation And Application [PDF]

open access: yes
In regression analysis, the efficiency of the ordinary least square (OLS) estimator decreases when the predictors become highly correlated leading to the problem of multicollinearity.
Bushra Haider, Syed Muhammad Asim, Danish Wasim, Naveed Ullah, Qamruz Zaman
core   +2 more sources

The Almon Liu-Type M-Estimator for the Distributed Lag Models in the Presence of Multicollinearity and Outliers [PDF]

open access: yes
The Almon method is widely used for the estimation of the distributed lag models (DLM). The advantage of using the Almon technique lies in its capability to avoid some serious problems that may arise from the direct application of ordinary least squares (
Ali, Nasir   +3 more
core   +2 more sources

A New Ridge – type in the Bell Regression Model [PDF]

open access: yes
In scenario analysis, collinearity is a big issue in analyzing such relationship as between the response variable and several explanatory variables. As for these difficulties, the linear regression model, often traditionally, offers a range of shrinkage ...
Algamal, Zakariya Yahya, Alsarraf, Israa
core   +3 more sources

A Hybrid Liu-Ridge Method of Handling Multicollinearity in Linear Regression Models [PDF]

open access: yes
Multicollinearity is a critical challenge in linear regression analysis, causing instability and unreliability in Ordinary Least Squares (OLS) estimates when independent variables are highly correlated.
Adejumo T. J.   +2 more
core   +1 more source

Robust-stein estimator for overcoming outliers and multicollinearity. [PDF]

open access: yesSci Rep, 2023
Lukman AF   +3 more
europepmc   +1 more source

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