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error (MSE). In the simulation study we also calculate the mean value and the standard deviation of k. The average value is … criteria if several estimators of k have the same MSE, then the most stable estimator (with the lowest standard deviation …
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classical maximum likelihood (ML) method in the presence of multicollinearity since the mean squared error (MSE) of ML becomes … MSE and mean absolute error (MAE) are calculated it is shown that when the Liu estimator is applied with these proposed …
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multicollinearity. This paper introduces a shrinkage estimator for the logit model which is a generalization of the estimator proposed … by Liu (1993) for the linear regression. This new estimation method is suggested since the mean squared error (MSE) of … are highly correlated. Using MSE, the optimal value of the shrinkage parameter is derived and some methods of estimating …
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Liu (1993) for the linear regression. This new estimation method is suggested since the mean squared error (MSE) of the … correlated. Using MSE, the optimal value of the shrinkage parameter is derived and some methods of estimating it are proposed. It … is shown by means of Monte Carlo simulations that the estimated MSE and mean absolute error (MAE) are lower for the …
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