Results 41 to 50 of about 674 (121)
REGULARIZATION TECHNIQUES IN MULTIPLE LINEAR REGRESSION IN THE PESENCE OF MULTICOLLINEARITY
Multicollinearity has been a serious problem in regression analysis. Ordinary least square (OLS) regression may result in high variability in the estimates of the regression coefficients in the presence of multicollinearity.
Oyeyemi, G. M. +3 more
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Slab and Shrinkage Linear Regression Estimation [PDF]
Shrinkage estimation is a statistical methodology that is used to improve parameter estimation by reducing the mean square error, which is expected to improve the out-of-sample performance.
Cidota, M. A. +3 more
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Shrinkage estimators under generalized garrote and LINEX loss functions for regression analysis
Shrinkage methods are widely used in multiple linear regression analysis to address the multicollinearity and some other issues in many practical situations.
Munaweera Arachchilage, Inesh Prabuddha
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Shrinkage Estimators for Beta Regression Models
The beta regression model is a useful framework to model response variables that are rates or proportions, that is to say, response variables which are continuous and restricted to the interval (0,1).
Firinguetti, Luis +2 more
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Penalized logistic regression [PDF]
RESUMEN: En este Trabajo de Fin de Grado presentamos un algoritmo para la estimación de modelos de regresión logística penalizados mediante la técnica de regresión en cresta.
Sancibrián Lana, Víctor
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Improved estimation for complex surveys using modern regression techniques [PDF]
2011 Summer.Includes bibliographical references.In the field of survey statistics, finite population quantities are often estimated based on complex survey data. In this thesis, estimation of the finite population total of a study variable is considered.
Breidt, F. Jay, advisor +5 more
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Smoothing methods for the analysis of mortality development [PDF]
La mortalidad, entendida como el riesgo de muerte, cambia con la edad, y además presenta cambios sistemticos con el tiempo, al menos durante los últimos 150 años.
Camarda, Carlo Giovanni
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Improving estimation precision through optimal designs and shrinkage methods
This thesis book brings together the research findings from four interconnected papers, each contributing to the field of statistical modeling and optimization.
Mahmoudi, Akram
core +1 more source
Integrating preliminary test and Stein-type techniques to improve estimation in the time-dependent Cox model. [PDF]
Ramezani R, Rabiei MR, Arashi M.
europepmc +1 more source
Bayesian Shrinkage Estimation and Model Selection
We introduce a new shrinkage variable selection operator which we term Adaptive Ridge Selector (ARiS). This approach is inspired by the Relevance Vector Machine (RVM) of Tipping (2001), which uses a Bayesian hierarchical linear model to do sparse ...
Armagan, Artin
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