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On ridge estimators for the negative binomial regression model
Månsson, Kristofer - In: Economic modelling 29 (2012) 2, pp. 178-184
Persistent link: https://www.econbiz.de/10009536040
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Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer; Kibria, B. M. Golam - In: Computational economics 58 (2021) 2, pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
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Performance of Some Logistic Ridge Regression Estimators
Kibria, B.; Månsson, Kristofer; Shukur, Ghazi - In: Computational Economics 40 (2012) 4, pp. 401-414
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 …
Persistent link: https://www.econbiz.de/10010989298
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Developing interaction shrinkage parameters for the liu estimator : with an application to the electricity retail market
Shukur, Ghazi; Månsson, Kristofer; Sjölander, Pär - In: Computational economics 46 (2015) 4, pp. 539-550
Persistent link: https://www.econbiz.de/10011478513
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Performance of Kibria’s methods in partial linear ridge regression model
Arashi, M.; Valizadeh, T. - In: Statistical Papers 56 (2015) 1, pp. 231-246
the presence of multicollinearity. After exhibiting the MSE of ridge estimator based on eigenvalues of design matrix, a …, increasing the correlation between the independent variables has positive effect on the MSE (signal-to-noise-ratio). However …> has negative effect on MSE. When the sample size increases the MSE decreases even when the correlation between the …
Persistent link: https://www.econbiz.de/10011151893
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Preliminary test ridge regression estimators with student’s t errors and conflicting test-statistics
Kibria, B. M. Golam; Saleh, A. K. Md. E. - In: Metrika 59 (2004) 2, pp. 105-124
The preliminary test ridge regression estimators (P T R R E) based on the Wald (W), Likelihood Ratio (L R) and Lagrangian Multiplier (L M) tests for estimating the regression parameters has been considered in this paper. Here we consider the multiple regression model with student t error...
Persistent link: https://www.econbiz.de/10005375817
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On Liu estimators for the logit regression model
Månsson, Kristofer; Kibria, B.M. Golam; Shukur, Ghazi - In: Economic Modelling 29 (2012) 4, pp. 1483-1488
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 …
Persistent link: https://www.econbiz.de/10011048945
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On Liu estimators for the logit regression model
Månsson, Kristofer; Golam Kibria, B. M.; Shukur, Ghazi - In: Economic modelling 29 (2012) 4, pp. 1483-1488
Persistent link: https://www.econbiz.de/10009667315
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A new Liu-type estimator
Kurnaz, Fatma; Akay, Kadri - In: Statistical Papers 56 (2015) 2, pp. 495-517
The purpose of this paper is to introduce a new general Liu-type estimator which includes the ordinary least squares (OLS), ordinary ridge regression (ORR), Liu estimators and some estimators with two biasing parameters as special cases. Also, we investigate the superiority of the new Liu-type...
Persistent link: https://www.econbiz.de/10011241328
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Métodos cuantitativos para un modelo de regresión lineal con multicolinealidad: Aplicación a rendimientos de letras del tesoro
Gómez, Román Salmerón; Martínez, Eduardo Rodríguez - In: Revista de Métodos Cuantitativos para la Economía y … 24 (2017), pp. 169-189
It is known that, when in the linear regression model there is a high degree of multicollinearity, the results obtained … also shown that regression with orthogonal variables makes sense regardless of the existence of serious multicollinearity …
Persistent link: https://www.econbiz.de/10011995000