Results 241 to 250 of about 19,774 (283)

COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR

open access: yesCommunications in Statistics - Theory and Methods, 2001
In this paper we introduce a class of estimators which includes the ordinary least squares (OLS), the principal components regression (PCR) and the Liu estimator [1]. In particular, we show that our new estimator is superior, in the scalar mean-squared error (mse) sense, to the Liu estimator, to the OLS estimator and to the PCR estimator.
Sadullah Sakallioğlu
exaly   +3 more sources

Liu-Type Logistic Estimator

open access: yesCommunications in Statistics Part B: Simulation and Computation, 2013
It is known that multicollinearity inflates the variance of the maximum likelihood estimator in logistic regression. Especially, if the primary interest is in the coefficients, the impact of collinearity can be very serious. To deal with collinearity, a ridge estimator was proposed by Schaefer et al. The primary interest of this article is to introduce
Deniz Inan
exaly   +4 more sources

On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse

open access: yesCommunications in Statistics - Theory and Methods, 1995
In this paper, we derive the almost unbiased generalized Liu estimator and examine an exact unbiased estimator of the bias and mean squared error of the feasible generalized Liu estimator . We compare the almost unbiased generalized Liu estimator (AUGLE) with the generalized Liu estimator (GLE) and with the ordinary least squares estimator (OLSE).
Selahattin Kaçıranlar
exaly   +5 more sources

Liu-Type Multinomial Logistic Estimator

Sankhya B, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mohamed R Abonazel   +2 more
exaly   +2 more sources

On the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression Models

Communications in Statistics - Theory and Methods, 2012
In this article, the Stein-type Liu estimator and positive-rule Stein-type Liu estimator are constructed for the parameter vector in a multiple linear model under a multicollinearity situation when it is suspected that the regression coefficients may be restricted to a subspace.
Jianwen Xu, Hu Yang
exaly   +2 more sources

More on the restricted Liu estimator in the logistic regression model

open access: yesCommunications in Statistics - Simulation and Computation, 2015
ABSTRACTSiray et al. proposed a restricted Liu estimator to overcome multicollinearity in the logistic regression model. They also used a Monte Carlo simulation to study the properties of the restricted Liu estimator. However, they did not present the theoretical result about the mean squared error properties of the restricted estimator compared to MLE,
Jibo Wu, Yasin Asar
openaire   +2 more sources

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