A new Poisson Liu regression estimator: method and application
This paper considers the estimation of parameters for the Poisson regression model in the
presence of high, but imperfect multicollinearity. To mitigate this problem, we suggest using …
presence of high, but imperfect multicollinearity. To mitigate this problem, we suggest using …
[HTML][HTML] Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
Abstract Recently, Liu (1993) estimator draws an important attention to estimate the
regression parameters for an ill-conditioned linear regression model when the vector of …
regression parameters for an ill-conditioned linear regression model when the vector of …
On the performance of some new Liu parameters for the gamma regression model
The maximum likelihood (ML) method is used to estimate the unknown Gamma regression
(GR) coefficients. In the presence of multicollinearity, the variance of the ML method …
(GR) coefficients. In the presence of multicollinearity, the variance of the ML method …
New shrinkage parameters for the Liu-type logistic estimators
The binary logistic regression is a widely used statistical method when the dependent
variable has two categories. In most of the situations of logistic regression, independent …
variable has two categories. In most of the situations of logistic regression, independent …
Performance of some new Liu parameters for the linear regression model
This article introduces some Liu parameters in the linear regression model based on the
work of Shukur, Månsson, and Sjölander. These methods of estimating the Liu parameter d …
work of Shukur, Månsson, and Sjölander. These methods of estimating the Liu parameter d …
A new two-parameter estimator for the Poisson regression model
It is known that multicollinearity affects the maximum likelihood estimator (MLE) negatively
when estimating the coefficients in Poisson regression. Namely, the variance of MLE inflates …
when estimating the coefficients in Poisson regression. Namely, the variance of MLE inflates …
Generalized two-parameter estimators in the multinomial logit regression model: methods, simulation and application
In this article, we propose generalized two-parameter (GTP) estimators and an algorithm for
the estimation of shrinkage parameters to combat multicollinearity in the multinomial logit …
the estimation of shrinkage parameters to combat multicollinearity in the multinomial logit …
Liu-type estimator for the gamma regression model
ZY Algamal, Y Asar - Communications in Statistics-Simulation and …, 2020 - Taylor & Francis
In this paper, we propose a new biased estimator called Liu-type estimator in gamma
regression models in the presence of collinearity. We also consider some other estimators …
regression models in the presence of collinearity. We also consider some other estimators …
On the Liu estimation of Bell regression model in the presence of multicollinearity
A Majid, M Amin, MN Akram - Journal of Statistical Computation …, 2022 - Taylor & Francis
Recently, the Bell regression model (BRM) is proposed to model a count variable. The BRM
is generally preferred over the Poisson regression model to overcome the restriction that the …
is generally preferred over the Poisson regression model to overcome the restriction that the …
Shewhart ridge profiling for the Gamma response model
When product quality follows the Gamma distribution and is related to one or more covariate
(s), then Gamma regression model (GRM) profiling will be used. The Gamma profiling is …
(s), then Gamma regression model (GRM) profiling will be used. The Gamma profiling is …