Results 1 to 10 of about 4,819,578 (314)
The Conway–Maxwell–Poisson (COMP) model is defined as a flexible count regression model used for over- and under-dispersion cases. In regression analysis, when the explanatory variables are highly correlated, this means that there is a multicollinearity ...
Mohamed R. Abonazel +4 more
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Assessment Restricted Liu Estimator to treating Multicollinearity Problem [PDF]
In this research, we compared restricted least squares with restricted Liu estimator . by using (MSE) criterion in the existence of multicollinearity. We found that restricted Liu estimator is the best in comparison.
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The analysis of misspecification was extended to the recently introduced stochastic restricted biased estimators when multicollinearity exists among the explanatory variables. The Stochastic Restricted Ridge Estimator (SRRE), Stochastic Restricted Almost
Manickavasagar Kayanan +1 more
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Liu -Type Estimator and Selection of Variables [PDF]
In this paper we consider the generalized Liu-type estimator and combine it into subset selection criterion using Cp statistic. Our proposed method can be derived via natural extension of two well-known techniques: one is shrinkage estimators and the ...
Mustafa Ismaeel. Niaf
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The Mixed Liu Estimator in Stochastic Restricted Linear Measurement Error Model
Ghapani and Babdi [1] proposed a mixed Liu estimator in linear measurement error model with stochastic linear restrictions. In this article, we propose an alternative mixed Liu estimator in the linear measurement error model with stochastic linear ...
Jibo Wu
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A new Liu-type estimator in a mixed Poisson regression model [PDF]
Mixed Poisson regression models (MPRMs) are widely used for analyzing overdispersed count data. However, the presence of multicollinearity among explanatory variables poses challenges when estimating regression coefficients using the maximum likelihood ...
Ohud A. Alqasem +4 more
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Superiority of the Stochastic Restricted Liu Estimator under misspecification
This paper deals with the use of correct prior infromation in the estimation of regression coefficients when the regression model is misspecified due to the exclusion of some relevant regressor variables.
M. H. Hubert, Pushba Wijekoon
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Liu-Type logistic estimator under Stochastic Linear Restrictions
To conquer the multicollinearity problem in logistic regression, many alternative estimators have been proposed in the literature when some linear restrictions on the parameter space are available in addition to the sample model.
Nagarajah Varathan +1 more
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New Restricted Liu Estimator in a Partially Linear Model
In this paper, we introduce a new restricted Liu estimator in a partially linear model when addition linear constraints are assumed to hold. We also consider the asymptotic normality of the new estimator.
Jibo Wu, Yong Li
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A generalized Liu-type estimator for logistic partial linear regression model with multicollinearity
This paper is concerned with proposing a generalized Liu-type estimator (GLTE) to address the multicollinearity problem of explanatory variable of the linear part in the logistic partially linear regression model.
Dayang Dai , Dabuxilatu Wang
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