Results 31 to 40 of about 75,182 (196)

On the biased Two-Parameter Estimator to Combat Multicollinearity in Linear Regression Model

African Scientific Reports, 2022
The most popularly used estimator to estimate the regression parameters in the linear regression model is the ordinary least-squares (OLS). The existence of multicollinearity in the model renders OLS inefficient.
Janet Iyabo Idowu, Olasunkanmi James Oladapo, Abiola Timothy Owolabi, Kayode Ayinde   +3 more
doaj   +1 more source

Ridge Regression and Ill-Conditioning [PDF]

, 2014
Hoerl and Kennard (1970) suggested the ridge regression estimator as an alternative to the Ordinary Least Squares (OLS) estimator in the presence of multicollinearity.
Iguernane, Mohamed, Khalaf, Ghadban
core   +2 more sources

Pemodelan Regresi Nonparametrik dengan Estimator Spline Truncated vs Deret Fourier

Jambura Journal of Mathematics, 2021
ABSTRAK Pendekatan regresi nonparametrik digunakan apabila hubungan antara variabel prediktor dan variabel respon tidak diketahui polanya. Spline truncated dan deret Fourier merupakan estimator dalam pendekatan nonparametrik yang terkenal, karena ...
Andrea Tri Rian Dani, Narita Yuri Adrianingsih   +1 more
doaj   +1 more source

A Modified Two Parameter Estimator with Different Forms of Biasing Parameters in the Linear Regression Model

African Scientific Reports, 2022
Despite its common usage in estimating the linear regression model parameters, the ordinary least squares estimator often suffers a breakdown when two or more predictor variables are strongly correlated.
Abiola T. Owolabi, Kayode Ayinde, Olusegun O. Alabi   +2 more
doaj   +1 more source

Combining modified ridge-type and principal component regression estimators

Scientific African, 2020
The performance of ordinary least squares estimator (OLSE) when there is multicollinearity (MC) in a linear regression model becomes inefficient. The principal components regression and the modified ridge-type estimator have been proposed at a different ...
Adewale F. Lukman, Kayode Ayinde, Olajumoke Oludoun, Clement A. Onate   +3 more
doaj   +1 more source

Comparison between Linear Regression and Robust Regression Models by Using Error Criteria and Information Criteria Applied to Human Sample

Zanco Journal of Humanity Sciences
Hypertension is a common and serious disease, and for this reason, a sample of patients was chosen from Azadi Teaching Hospital in Duhok. In this study a comparison was made between Ordinary Least Squares (OLS) with two robust methods Least Trimmed ...
Ismat Mousa Ibrahim
doaj   +1 more source

Generalized Kibria-Lukman Estimator: Method, Simulation, and Application

Frontiers in Applied Mathematics and Statistics, 2022
In the linear regression model, the multicollinearity effects on the ordinary least squares (OLS) estimator performance make it inefficient. To solve this, several estimators are given. The Kibria-Lukman (KL) estimator is a recent estimator that has been
Issam Dawoud, Mohamed R. Abonazel, Fuad A. Awwad   +2 more
doaj   +1 more source

Estimating Detection Limits in Chromatography from Calibration Data: Ordinary Least Squares Regression vs. Weighted Least Squares [PDF]

Separations, 2018
It is necessary to determine the limit of detection when validating any analytical method. For methods with a linear response, a simple and low labor-consuming procedure is to use the linear regression parameters obtained in the calibration to estimate the blank standard deviation from the residual standard deviation (sres), or the intercept standard ...
openaire   +4 more sources

Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations [PDF]

Journal of Computational and Graphical Statistics, 2012
Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of
Cao, Jiguo, Huang, Jianhua Z., Wu, Hulin
openaire   +3 more sources

Determinants of foreign direct investment in BRICS- does renewable and non-renewable energy matter?

Energy Strategy Reviews, 2021
The prime objective of the current research is to investigate factors affecting foreign direct investment (FDI) inflows into BRICS countries with a special focus on energy impact on FDI inflows from 1990 to 2018.
Muhammad Azam, Muhammad Haseeb
doaj   +1 more source