Results 71 to 80 of about 133 (94)
Some of the next articles are maybe not open access.

Modified jackknife Kibria–Lukman estimator for the Poisson regression model

Concurrency and Computation: Practice and Experience, 2021
AbstractPoisson regression is one of the methods to analyze count data and, the regression parameters are usually estimated using the maximum likelihood (ML) method. However, the ML method is sensitive to multicollinearity. Multicollinearity occurs when there is linear dependency among the explanatory variables.
Henrietta Ebele Oranye   +1 more
openaire   +1 more source

A robust Kibria–Lukman estimator for linear regression model to combat multicollinearity and outliers

Concurrency and Computation: Practice and Experience, 2022
SummaryTo circumvent the problem of multicollinearity in regression models, a ridge‐type estimator is recently proposed in the literature, which is named as the Kibria–Lukman estimator (KLE). The KLE has better properties than the conventional ridge regression estimator. However, the presence of outliers in the data set may have some adverse effects on
Abdul Majid   +3 more
openaire   +1 more source

Performance of some robust improved Kibria-Lukman M-estimators for linear regression model in presence of multicollinearity and outliers

Communications in Statistics Part B: Simulation and Computation
Danish Wasim   +2 more
exaly   +2 more sources

New Class of Kibria–Lukman Estimator for Addressing Multicollinearity in Poisson Regression Model

Chiang Mai Journal of Science
Count data are prevalent across various disciplines, and the Poisson regression model (PRM) is often employed to analyze such data due to its widespread popularity. The model’s parameters are typically estimated using the maximum likelihood estimator (MLE). However, when multicollinearity exists among the explanatory variables, MLE may lead to unstable
Ohud A. Alqasem   +3 more
openaire   +1 more source

On the jackknife Kibria-Lukman estimator for the linear regression model

Communications in Statistics - Simulation and Computation, 2021
Fidelis Ifeanyi Ugwuowo   +2 more
openaire   +1 more source

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   +3 more
openaire   +1 more source

Combination of the modified Kibria–Lukman and the principal component regression estimators

Communications in Statistics - Simulation and Computation, 2023
Dan Huang, Jiewu Huang, Dewei Bai
openaire   +1 more source

Jackknife Kibria-Lukman estimator for the beta regression model

Communications in Statistics - Theory and Methods, 2023
Tuba Koç, Emre Dünder
openaire   +1 more source

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

NIPES Journal of Science and Technology Research
The negative binomial regression model (NBRM) is a generalized linear model that relaxes the restrictive assumption of 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.
Henrietta Ebele Oranye   +9 more
openaire   +1 more source

Home - About - Disclaimer - Privacy