Leverage and influential observations on the Liu type estimator in the linear regression model with the severe collinearity [PDF]
In the process of building a linear regression model, the essential part is to identify influential observations. Various influence measures involving Cook's distance and DFFITS are designed to detect the linear regression's influential observations ...
Hussein Eledum
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New two parameter hybrid estimator for zero inflated negative binomial regression models [PDF]
The zero-inflated negative binomial regression (ZINBR) model is used for modeling count data that exhibit both overdispersion and zero-inflated counts. However, a persistent challenge in the efficient estimation of parameters within ZINBR models is the ...
Fatimah A. Almulhim +5 more
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Association of Cumulative Average Uric Acid to HDL Cholesterol Ratio with the Risk of Rapidly Declining Renal Function: A Retrospective Community-Based Cohort Study in Shanghai Undertaken on Elderly Subjects with Hypertension and Type 2 Diabetes Mellitus Patients [PDF]
Shao-Feng Wang,1,* Feng Wang,2,* Yuan Wang,3 Hai-Ying Zhang,1 Jing-Wen Ling,1 Jin-Jin Shi,1 Si-Yu Qiao,3 Yang Liu,2 Yi-Hong Wei3 1Department of Internal Medicine, Chuansha Huaxia Community Health Service Center, Shanghai, 201299, People’s
Wang SF +8 more
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A new class of Poisson Ridge-type estimator
The Poisson Regression Model (PRM) is one of the benchmark models when analyzing the count data. The Maximum Likelihood Estimator (MLE) is used to estimate the model parameters in PRMs. However, the MLE may suffer from various drawbacks that arise due to
Esra Ertan, Kadri Ulaş Akay
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A New Tobit Ridge-Type Estimator of the Censored Regression Model With Multicollinearity Problem
In the censored regression model, the Tobit maximum likelihood estimator is unstable and inefficient in the occurrence of the multicollinearity problem.
Issam Dawoud +3 more
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A new almost unbiased estimator in stochastic linear restriction model [PDF]
In this paper, a new almost unbiased estimator is proposed under stochastic linear restrictions model as alternative to mixed estimator. The performance of the proposed estimator compared to mixed estimator is examined using the matrix mean squared ...
Mustafa Ismaeel Naif
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Generalized Kibria-Lukman Estimator: Method, Simulation, and Application
In the linear regression model, the multicollinearity effects on the ordinary least squares (OLS) estimator performance make it inefficient. To solve this, several estimators are given. The Kibria-Lukman (KL) estimator is a recent estimator that has been
Issam Dawoud +2 more
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The multicollinearity problem occurrence of the explanatory variables affects the least-squares (LS) estimator seriously in the regression models. The multicollinearity adverse effects on the LS estimation are also investigated by lots of authors.
Issam Dawoud +2 more
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The sensitivity of the least-squares estimation in a regression model is impacted by multicollinearity and autocorrelation problems. To deal with the multicollinearity, Ridge, Liu, and Ridge-type biased estimators have been presented in the statistical ...
Tuğba Söküt Açar
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Kurnaz, Fatma Sevinc, Akay, Kadri Ulas
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