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
doaj +2 more sources
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
doaj +2 more sources
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
doaj +2 more sources
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
doaj +2 more sources
A New Two-Parameter Estimator for Beta Regression Model: Method, Simulation, and Application
The beta regression is a widely known statistical model when the response (or the dependent) variable has the form of fractions or percentages. In most of the situations in beta regression, the explanatory variables are related to each other which is ...
Mohamed R. Abonazel +3 more
doaj +1 more source
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
doaj +1 more source
Almost unbiased modified ridge-type estimator: An application to tourism sector data in Egypt
This paper introduces an almost unbiased modified ridge-type estimator (AUMRTE) to avoid problems arising from multicollinearity. This estimator has the important features of the two important shrinkage estimators, the modified ridge-type estimator (MRTE)
Tarek Mahmoud Omara
doaj +1 more source
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
doaj +1 more source
K-L Estimator: Dealing with Multicollinearity in the Logistic Regression Model
Multicollinearity negatively affects the efficiency of the maximum likelihood estimator (MLE) in both the linear and generalized linear models. The Kibria and Lukman estimator (KLE) was developed as an alternative to the MLE to handle multicollinearity ...
Adewale F. Lukman +5 more
doaj +1 more source
Efficiency of the Principal Component Liu-Type Estimator in Logistic Regression
In this paper we propose a principal component Liu-type logistic estimator by combining the principal component logistic regression estimator and Liu-type logistic estimator to overcome the multicollinearity problem. The superiority of the new estimator
Jibo Wu , Yasin Asar
doaj +1 more source

