Results 61 to 70 of about 197,245 (124)

A Huang–Yang-type Estimator to Reduce Multicollinearity in a Negative Binomial Regression Model

Acta Infologica
Researchers often choose the Poisson distribution when analyzing count data. However, the Poisson distribution requires the constraint that the expected value and variance are equal, known as the “equidispersion” condition.
Gülseren Çiçek, Ali Erkoç, Kadri Ulaş Akay   +2 more
doaj   +1 more source

Regression Estimators under Joint Multicollinearity and Autocorrelation Conditions: The Two-Stage Kibria-Lukman Estimator as an Enhanced Approach

International Journal of Development Mathematics (IJDM)
Multicollinearity among predictors and autocorrelation in residuals present significant challenges to the reliability and accuracy of linear regression models. These issues cause traditional Ordinary Least Squares (OLS) estimators to yield inflated variances and biased parameter estimates, ultimately leading to unreliable statistical inferences.
Ayanlola E. Ayanlowo, Ifedayo D. Oladapo, Olugbenga Obadina, Peter Madu, N., Odeyemi, A. Sunday   +4 more
openaire   +1 more source

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

Sci Rep, 2023
Lukman AF, Farghali RA, Kibria BMG, Oluyemi OA.   +3 more
europepmc   +1 more source

Introduction to the Vol. 50, No. 2, 2023. [PDF]

Behaviormetrika, 2023
Ueno M.
europepmc   +1 more source

Robust M Kibria Lukman estimator for linear regression model with outliers in the x-direction: simulations and applications

Science World Journal
The Ordinary Least Square (OLS) estimator remains Best Linear Unbiased Estimator (BLUE) when all the assumptions surrounding it stay intact, but at an iota of violation of the assumptions, it becomes inefficient and unstable. Some causes of the violation are the multicollinearity and the presence of extreme values (outliers).
Adejumo, Taiwo Joel, Ayinde , Kayode, Okegbade , Ayobami Ibukun, Akomolafe, A.A., Oshuporu , Opeoluwa Abosede, Koleoso , Sunday Olawale   +5 more
openaire   +2 more sources

Penerapan Modified Jackknife Kibria-Lukman Regression dengan Koreksi Autokorelasi Prais-Winsten pada Nilai Tukar Rupiah terhadap Dolar Amerika Serikat

The movement of the Indonesian Rupiah exchange rate against the United States Dollar (USD) experienced volatility during the 2021-2024 period, thus requiring precise analysis to identify the factors influencing it.
Raupong Raupong, Chrisadna Patricia Kabangnga, A. Muthiah Nur Angriany   +2 more
core   +1 more source

SIMULATION OF COMPARATIVE STUDY OF JAMES-STEIN ESTIMATOR, RIDGE REGRESSION ESTIMATOR, AND MODIFIED KIBRIA LUKMAN ESTIMATOR IN HANDLING MULTICOLLINEARITY IN POISSON REGRESSION

International Journal of Applied Science and Engineering Review
Poisson regression is a statistical method used to analyze data with a response in the form of a count variable. The purpose of this study is to compare the performance of the Poisson James-Stein Estimator, Poisson Ridge Regression Estimator, and Poisson Modified Kibria-Lukman Estimator methods in dealing with multicollinearity using simulated data ...
M. Fikri Alyasa Zam Zami, Netti Herawati, null Misgiyati, null Nusyirwan   +3 more
openaire   +1 more source

Unbiased K-L estimator for the linear regression model. [PDF]

F1000Res, 2021
Aladeitan B, Lukman AF, Davids E, Oranye EH, Kibria GBM.   +4 more
europepmc   +1 more source

A new estimator for the multicollinear Poisson regression model: simulation and application. [PDF]

Sci Rep, 2021
Lukman AF, Adewuyi E, Månsson K, Kibria BMG.   +3 more
europepmc   +1 more source

Addressing the Autocorrelation Problem in the Poisson Regression Model: Theory and Numerical Illustrations

The Poisson regression model (PRM) is usually applied in the situations where the dependent variable is in the form of count data. The purpose of this study is to compare methods of estimation for the Poisson Regression Model's first-order ...
Sultan, Mustafa Haitham, Amri, Fethi, Hamed, Mohamed S.   +2 more
core   +1 more source