Results 1 to 10 of about 1,043 (255)

Two-Parameter Modified Ridge-Type M-Estimator for Linear Regression Model

open access: yesThe Scientific World Journal, 2020
The general linear regression model has been one of the most frequently used models over the years, with the ordinary least squares estimator (OLS) used to estimate its parameter.
Adewale F. Lukman   +3 more
doaj   +2 more sources

Robust weighted ridge regression based on S – estimator

open access: yesAfrican Scientific Reports, 2023
Ordinary least squares (OLS) estimator performance is seriously threatened by correlated regressors often called multicollinearity. Multicollinearity is a situation when there is strong relationship between any two exogenous variables.
Taiwo Stephen Fayose   +3 more
doaj   +3 more sources

A New Type Iterative Ridge Estimator: Applications and Performance Evaluations

open access: yesJournal of Mathematics, 2022
The usage of the ridge estimators is very common in presence of multicollinearity in multiple linear regression models. The ridge estimators are used as an alternative to ordinary least squares in case of multicollinearity as they have lower mean square ...
Aydın Karakoca
doaj   +2 more sources

Inference in Linear Models with Nonstochastic Biased Factors [PDF]

open access: yesThe Egyptian Statistical Journal, 1996
Obenchain (1977) claimed that ridge techniques with nonstochastic of biased factors don't generally yield "new" normal theory statistical inference than that used in least squares technique, and that the t and F statistics are identical under both ...
Abdul-Mordy Azzam
doaj   +1 more source

A New Convex Estimator Combining Ridge and Ordinary Least Squares Estimators [PDF]

open access: yesمجلة جامعة الانبار للعلوم الصرفة
In the presence of high correlation between the independent variables in the linear regression model, which is known as the multicollinearity problem, the ordinary least squares estimator produce large variations in the sample.
Karam Al-janabi, Mustafa Alheety
doaj   +1 more source

Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [PDF]

open access: yesMathematics and Modeling in Finance, 2022
The paper considers the problem of estimation of the parameters in  nite mixture models.In this article, a new method is proposed for of estimation of the parameters in  nite mixture models. Traditionally, the parameter estimation in  nite mixture models
Sajad Nezamdoust, Farzad Eskandari
doaj   +1 more source

New estimators in a partial linear model depending on an unbiased ridge regression estimator [PDF]

open access: yesEPJ Web of Conferences
This paper introduces two new estimators based on the philosophy of unbiased ridge regression estimation, where the parameters are part of a partial linear model suffering from multicollinearity.
Al-Khazraji Yousif A.   +1 more
doaj   +1 more source

The Comparison Between Different Approaches to Overcome the Multicollinearity Problem in Linear Regression Models

open access: yesIbn Al-Haitham Journal for Pure and Applied Sciences, 2018
    In the presence of multi-collinearity problem, the parameter estimation method based on the ordinary least squares procedure is unsatisfactory. In 1970, Hoerl and Kennard insert analternative method labeled as estimator of ridge regression.
Hazim Mansoor Gorgees   +1 more
doaj   +1 more source

The performance of some new estimated ridge parameter regression model [PDF]

open access: yesمجلة جامعة الانبار للعلوم الصرفة
In the presence of high correlation between the independent variables in the linear regression model, which is known as the multicollinearity problem, the ordinary least squares estimator produces large variations in the sample. To overcome this problem,
Fatima ALfahdawe, Mustafa Alheety
doaj   +1 more source

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

open access: yesAfrican 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   +2 more
doaj   +1 more source

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