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, 2021AbstractPoisson 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
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
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
Journal of Computational and Applied Mathematics
Ulduz Mammadova, Adewale F Lukman
exaly +2 more sources
Ulduz Mammadova, Adewale F Lukman
exaly +2 more sources
Communications in Statistics Part B: Simulation and Computation
Danish Wasim +2 more
exaly +2 more sources
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 ScienceCount 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, 2021Fidelis Ifeanyi Ugwuowo +2 more
openaire +1 more source
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
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, 2023Dan Huang, Jiewu Huang, Dewei Bai
openaire +1 more source
Jackknife Kibria-Lukman estimator for the beta regression model
Communications in Statistics - Theory and Methods, 2023Tuba Koç, Emre Dünder
openaire +1 more source
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
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

