Results 11 to 20 of about 164,145 (281)
On the Liu and almost unbiased Liu estimators in the presence of multicollinearity with heteroscedastic or correlated errors [PDF]
Surveys in Mathematics and its Applications, 2009 This paper introduces a new biased estimator, namely, almost unbiased Liu estimator (AULE) of β for the multiple linear regression model with heteroscedastics and/or correlated errors and suffers from the problem of multicollinearity.
Mustafa I. Alheety, B. M. Golam Kibria
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Assessment Restricted Liu Estimator to treating Multicollinearity Problem [PDF]
المجلة العراقية للعلوم الاحصائية, 2006 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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Superiority of the Stochastic Restricted Liu Estimator under misspecification
Statistica, 2007 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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New Restricted Liu Estimator in a Partially Linear Model
Discrete Dynamics in Nature and Society, 2020 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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On Liu estimators for the logit regression model [PDF]
Economic Modelling, 2012 This paper introduces a shrinkage estimator for the logit model which is a generalization of the estimator proposed by Liu (1993) for the linear regression. This new estimation method is suggested since the mean squared error (MSE) of the commonly used maximum likelihood (ML) method becomes inflated when the explanatory variables of the regression ...
Månsson, Kristofer +2 more
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Liu-type shrinkage estimations in linear models
Statistics, 2022 In this study, we present the preliminary test, Stein-type and positive part Liu estimators in the linear models when the parameter vector $\boldsymbolβ$ is partitioned into two parts, namely, the main effects $\boldsymbolβ_1$ and the nuisance effects $\boldsymbolβ_2$ such that $\boldsymbolβ=\left(\boldsymbolβ_1, \boldsymbolβ_2 \right)$.
Bahadır Yüzbaşı +2 more
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Statistical Papers, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kurnaz, Fatma Sevinc, Akay, Kadri Ulas
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F1000Research, 2021 Background: Multicollinearity greatly affects the Maximum Likelihood Estimator (MLE) efficiency in both the linear regression model and the generalized linear model. Alternative estimators to the MLE include the ridge estimator, the Liu estimator and the
Olukayode Adebimpe +4 more
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A New Biased Estimator Derived from Principal Component Regression Estimator [PDF]
, 2010 A new biased estimator obtained by combining the Principal Component Regression Estimator and the special case of Liu-type estimator is proposed.
Low, Heng Chin +2 more
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On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion
Journal of Applied Mathematics, 2013 Wu (2013) proposed an estimator, principal component Liu-type estimator, to overcome multicollinearity. This estimator is a general estimator which includes ordinary least squares estimator, principal component regression estimator, ridge estimator, Liu ...
Jibo Wu
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