Modified two parameter regression estimator for solving the multicollinearity

MaRDI QIDQ5039908zbMATH OpenFDO

Authors Issam Dawoud

Publication date 10 October 2022

Full work available at URL https://ph02.tci-thaijo.org/index.php/thaistat/article/view/247469

zbMATH Keywords

Dawoud biased estimatorLiu estimatorMonte Carlo simulationmulticollinearityridge estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

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• A new Liu-type estimator in linear regression model
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• A Simulation Study of Some Ridge Estimators
• Choosing Ridge Parameter for Regression Problems
• Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
• Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models
• Good ridge estimators based on prior information
• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 3537102 (Why is no real title available?)
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• On Biased Estimation in Linear Models
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Optimal partial ridge estimation in restricted semiparametric regression models
• Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
• Performance of Some New Ridge Regression Estimators
• Performance of some weighted Liu estimators for logit regression model: an application to Swedish accident data
• REVIEW AND CLASSIFICATIONS OF THE RIDGE PARAMETER ESTIMATION TECHNIQUES
• Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• Robust ridge and robust Liu estimator for regression based on the LTS estimator
• The Restricted and Unrestricted Two-Parameter Estimators
• Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors

Cited in

(4)

• Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator
• A new unbiased estimator of a mulitple linear regression model of the CAPM in case of multicollinearity
• Multiobjective regression modification for collinearity
• Some one and two parameter estimators for the multicollinear Gaussian linear regression model: simulations and applications

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