Results 21 to 30 of about 16,607 (260)
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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Some one and two parameter estimators for the multicollinear gaussian linear regression model: simulations and applications [PDF]
The ordinary least square estimator is inefficient when there exists multicollinearity among regressors in linear regression model. There are many methods available in literature to solve the multicollinearity problem. In this study, we consider some one
Md Ariful Hoque , B. M. Golam Kibria
doaj
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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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.
doaj +1 more source
A New Liu Type of Estimator for the Restricted SUR Estimator
A new Liu type of estimator for the seemingly unrelated regression (SUR) models is proposed that may be used when estimating the parameters vector in the presence of multicollinearity if the it is suspected to belong to a linear subspace. The dispersion matrices and the mean squared error (MSE) are derived.
Kristofer Månsson +2 more
openaire +2 more sources
Modified One-Parameter Liu Estimator for the Linear Regression Model
Motivated by the ridge regression (Hoerl and Kennard, 1970) and Liu (1993) estimators, this paper proposes a modified Liu estimator to solve the multicollinearity problem for the linear regression model.
Adewale F. Lukman +3 more
doaj +1 more source
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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Almost Unbiased Liu Principal Component Estimator in the Presence of Multicollinearity and Autocorrelation [PDF]
In this article , a new class of estimator called the almost Unbiased Liu Principal Component Estimator (AULPCR) for the multiple linear regression model with autocorrelated error in the presence of multicollinearity problem will be suggested .
Ahmed A. E., Amal H. A., Hassan M. Ali
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A situation in which an image is combined with multiple images to form interferometric pairs is often observed in small baseline subset-interferometric synthetic aperture radar (SBAS-InSAR) deformation inversion, and this situation leads to a near linear
Min Zhai +6 more
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Following the idea presented with regard to the elastic-net and Liu-LASSO estimators, we proposed a new penalized estimator based on the Kibria–Lukman estimator with L1-norms to perform both regularization and variable selection.
Adewale Folaranmi Lukman +5 more
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