Results 61 to 70 of about 7,690 (301)
The analysis of very small samples of repeated measurements I: an adjusted sandwich estimator [PDF]
, 2010 The statistical analysis of repeated measures or longitudinal data always requires the accommodation of the covariance structure of the repeated measurements at some stage in the analysis. The general linear mixed model is often used for such analyses,
Skene, S.S. +9 more
core +1 more source
Generalized ridge estimator shrinkage estimation based on particle swarm optimization algorithm
, 2021 It is well-known that in the presence of multicollinearity, the ridge estimator is an alternative to the ordinary least square (OLS) estimator. Generalized ridge estimator (GRE) is an generalization of the ridge estimator.
Abdulazeez, Qamar Abdulkareem; University of Mosul +1 more
core +1 more source
Mathematics, 2023 Following the idea presented with regard to the elastic-net and Liu-LASSO estimators, we proposed a new penalized estimator based on the Kibria–Lukman estimator with L1-norms to perform both regularization and variable selection.
Adewale Folaranmi Lukman +5 more
doaj +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Introduction Glucagon‐like peptide‐1 receptor agonists (GLP‐1 RAs) have demonstrated significant weight‐reducing effects and may offer benefits in idiopathic intracranial hypertension (IIH); however, recent concerns about the risk of non‐arteritic anterior ischemic optic neuropathy (NAION) have emerged.
Faisal A. Al‐Harbi +9 more
wiley +1 more source
A Shrinkage Instrumental Variable Estimator for Large Datasets
, 2015 This paper proposes and discusses an instrumental variable estimator that can be of particular relevance when many instruments are available and/or the number of instruments is large relative to the total number of observations. Intuition and recent work
Andrea Carriero +5 more
core +1 more source
Simultaneous Prediction of Actual and Average Values of Study Variable Using Stein-rule Estimators [PDF]
, 2011 The simultaneous prediction of average and actual values of study variable in a linear regression model is considered in this paper. Generally, either of the ordinary least squares estimator or Stein-rule estimators are employed for the construction of ...
Shalabh, Shalabh, Heumann, Christian
core +1 more source
Improved Average Estimation in Seemingly Unrelated Regressions
Econometrics, 2020 In this paper, we propose an efficient weighted average estimator in Seemingly Unrelated Regressions. This average estimator shrinks a generalized least squares (GLS) estimator towards a restricted GLS estimator, where the restrictions represent possible
Ali Mehrabani, Aman Ullah
doaj +1 more source
Minimax Multiple Shrinkage Estimation
The Annals of Statistics, 1986 A Stein estimator of the form \[ d_ v(Y)=Y-[(p-2)/\| Y-v\|^ 2](Y-v) \] shrinks Y towards a target \(v\in R^ p\). The paper proposes multiple shrinkage estimators (msest's) for cases where prior information suggests several different choices for the target.
openaire +3 more sources
Arthritis Care &Research, EarlyView.Objective This research article aims to describe the prevalence, associations, and health‐related quality of life (HRQoL) impact of mucocutaneous features of systemic lupus erythematosus (SLE). Methods Data from the Asia‐Pacific Lupus Collaboration cohort were analyzed (2013–2021).
Amanda M. Saracino +42 more
wiley +1 more source
Bayesian Shrinkage Estimation in a Class of Life Testing Distribution
Data Science Journal, 2010 In the present paper, a class of probability density functions is considered, and the properties of the Bayes estimator and the Bayes Shrinkage estimator of the parameters are studied.
Gyan Prakash, D C Singh
doaj +1 more source