(MSE) of the proposed estimators are derived under both null and alternative hypotheses. By studying the MSE criterion, the …

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 …

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 …

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 …

addressed for this model is multicollinearity. This paper proposes ridge regression estimators and some methods of estimating … estimators. Both MSE and MAE are considered as performance criterion. The simulation study shows that some estimators are better …

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 …

seemingly unrelated regression model when explanatory variables are affected by multicollinearity. To that end, we split the …