Results 11 to 20 of about 24,864 (292)

Robust modified jackknife ridge estimator for the Poisson regression model with multicollinearity and outliers

open access: yesScientific African, 2022
The parameters in the Poisson regression model are usually estimated using the maximum likelihood estimator (MLE). MLE suffers a breakdown when there is either multicollinearity or outliers in the Poisson regression model.
Kingsley C Arum   +2 more
doaj   +1 more source

Modified Jackknifed Ridge Estimator in Bell Regression Model: Theory, Simulation and Applications

open access: yesIraqi Journal for Computer Science and Mathematics, 2023
Regression models explore the relationship between the response variable and one or more explanatory variables. It becomes practically challenging in real-life applications to model this relationship when the explanatory variables are linearly dependent.
Zakariya Algamal   +3 more
doaj   +1 more source

Ridge regression and its applications in genetic studies.

open access: yesPLoS ONE, 2021
With the advancement of technology, analysis of large-scale data of gene expression is feasible and has become very popular in the era of machine learning. This paper develops an improved ridge approach for the genome regression modeling.
M Arashi   +3 more
doaj   +1 more source

Superiority of the MCRR Estimator Over Some Estimators In A Linear Model [PDF]

open access: yesالمجلة العراقية للعلوم الاحصائية, 2011
Modified (r, k) class ridge regression (MCRR) which includes unbiased ridge regression (URR), (r, k) class, principal components regression (PCR) and the ordinary least squares (OLS) estimators is proposed in regression analysis, to overcome the problem ...
Feras Sh. M. Batah
doaj   +1 more source

Correlation Based Ridge Parameters in Ridge Regression with Heteroscedastic Errors and Outliers [PDF]

open access: yesJournal of Statistical Theory and Applications (JSTA), 2015
This paper introduces some new estimators for estimating ridge parameter, based on correlation between response and regressor variables for ridge regression analysis.
A.V. Dorugade
doaj   +1 more source

Minimax Ridge Regression Estimation. [PDF]

open access: yesThe Annals of Statistics, 1977
The technique of ridge regression, first proposed by Hoerl and Kennard, has become a popular tool for data analysts faced with a high degree of multicollinearity in their data. By using a ridge estimator, one hopes to both stabilize one's estimates (lower the condition number of the design matrix) and improve upon the squared error loss of the least ...
openaire   +2 more sources

Modified Kibria-Lukman (MKL) estimator for the Poisson Regression Model: application and simulation [version 2; peer review: 2 approved, 1 approved with reservations]

open access: yesF1000Research, 2021
Background: Multicollinearity greatly affects the Maximum Likelihood Estimator (MLE) efficiency in both the linear regression model and the generalized linear model. Alternative estimators to the MLE include the ridge estimator, the Liu estimator and the
Olukayode Adebimpe   +4 more
doaj   +1 more source

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   +1 more source

Applications of Some Improved Estimators in Linear Regression [PDF]

open access: yes, 2005
The problem of estimation of the regression coefficients under multicollinearity situation for the restricted linear model is discussed. Some improve estimators are considered, including the unrestricted ridge regression estimator (URRE), restricted ...
Kibria, B. M. Golam
core   +2 more sources

Ridge-Type Estimators for Regression Analysis

open access: yesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1974
Summary An examination of the mean-square error properties of a class of shrinkage estimators for the normal regression model leads to a new derivation of the Hoerl–Kennard (1970) Ridge estimator and its generalization. Comparison is made with the James–Stein estimator, and with the generalized-inverse estimator proposed by Marquardt ...
Goldstein, M., Smith, A. F. M.
openaire   +2 more sources

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