Using Liu-Type Estimator to Combat Collinearity

From MaRDI portal
Publication:4807618

DOI10.1081/STA-120019959zbMath1107.62345MaRDI QIDQ4807618

Kejian Liu

Publication date: 19 May 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)




Related Items

A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its AnomaliesEfficiency of a generalized difference-based weighted mixed ridge estimator in partially linear modelLiu-type estimator in Conway–Maxwell–Poisson regression model: theory, simulation and applicationA generalized difference-based mixed two-parameter estimator in partially linear modelA Generalized Diagonal Ridge-type Estimator in Linear RegressionRidge Estimation to the Restricted Linear ModelThe Restricted and Unrestricted Two-Parameter EstimatorsTuning Parameter Selection and Various Good Fitting Characteristics for the Liu-Type Estimator in Linear RegressionImprovement of the Liu Estimator in Weighted Mixed RegressionSome Shrinkage estimators based on median ranked set samplingA new alternative estimation method for Liu-type logistic estimator via particle swarm optimization: an application to data of collapse of Turkish commercial banks during the Asian financial crisisModified ridge-type for the Poisson regression model: simulation and applicationOn the stochastic restricted Liu-type maximum likelihood estimator in logistic regression modelReviving some geometric aspects of shrinkage estimation in linear modelsOn a new class of binomial ridge-type regression estimatorsA new improved Liu-type estimator for Poisson regression modelsThe extended two-type parameter estimator in linear regression modelOn the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression ModelsEfficiency of the restricted \(r\)-\(d\) class estimator in linear regressionModified ridge-type estimator for the gamma regression modelMore on the Bias and Variance Comparisons of the Restricted Almost Unbiased EstimatorsSeemingly Unrelated Ridge Regression in Semiparametric ModelsMore on Liu-Type Estimator in Linear RegressionA new double-regularized regression using Liu and Lasso regularizationA new biased estimator based on ridge estimationOn the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regressionThe modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearityA new class of efficient and debiased two-step shrinkage estimators: method and applicationModified Liu-Type Estimator Based on (r − k) Class EstimatorModified Liu-Type Estimator Based on (r − k) Class EstimatorOn the Liu estimator in the beta and Kumaraswamy regression models: A comparative studyNew Shrinkage Parameters for the Liu-type Logistic EstimatorsRegularization with Maximum Entropy and Quantum Electrodynamics: The Merg(E) EstimatorsPerformance of the difference-based estimators in partially linear modelsMore on the restricted ridge regression estimationOn some beta ridge regression estimators: method, simulation and applicationModified restricted Liu estimator in logistic regression modelA New Estimator for Cox Proportional Hazard Regression Model in Presence of CollinearityLiu-type shrinkage estimations in linear modelsMatrix mean squared error comparisons of some biased estimators with two biasing parametersOn the performance of the Jackknifed Liu-type estimator in linear regression modelComments on “On the weighted mixed Liu-type estimator under unbiased stochastic restrictions”Ridge estimation in linear models with heteroskedastic errorsEfficiency of the generalized restricted difference-based almost unbiased ridge estimator in partially linear modelPerformance of the principal component two-parameter estimator in misspecified linear regression modelA new stochastic mixed Liu estimator in linear regression modelDiagnostic measures for the restricted Liu estimator in linear measurement error modelsA new stochastic restricted Liu-type estimator in linear regression modelRegression diagnostics methods for Liu estimator under the general linear regression modelLiu-type estimator for the gamma regression modelAlmost unbiased Liu-type estimators in gamma regression modelA new Liu-type estimator in binary logistic regression modelsEfficiency of a Liu-type estimator in semiparametric regression modelsCombining two-parameter and principal component regression estimatorsA modified one parameter Liu estimator for Conway-Maxwell Poisson response modelA note about the corrected VIFOn ridge parameter estimators under stochastic subspace hypothesisThe rd class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responsesImproved two-parameter estimators for the negative binomial and Poisson regression modelsOptimal determination of the parameters of some biased estimators using genetic algorithmA new Liu-type estimator for the Inverse Gaussian Regression ModelA stochastic restricted principal components regression estimator in the linear modelRecent results in ridge regression methodsImproving the estimators of the parameters of a probit regression model: a ridge regression approachOn the weighted mixed Liu-type estimator under unbiased stochastic restrictionsImproved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression modelOn the restricted almost unbiased estimators in linear regressionA test statistic to choose between Liu-type and least-squares estimator based on mean square error criteriaA new Liu-type estimator in linear regression modelEfficiency of the modified jackknifed Liu-type estimatorOn the restricted almost unbiased two-parameter estimator in linear regression modelRobust ridge and robust Liu estimator for regression based on the LTS estimatorInfluence measures in affine combination type regressionOn the distribution of shrinkage parameters of Liu-type estimatorsNew influence diagnostics in ridge regressionImprovement of generalized difference-based mixed Liu estimator in partially linear modelPerformance of the difference-based Liu-type estimator in partially linear modelUsing Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression modelsOn the restrictedrkclass estimator and the restrictedrdclass estimator in linear regressionCombining the Liu-type estimator and the principal component regression estimatorNon-Diagonal-Type Estimator in Linear RegressionOn the Stochastic Restricted Almost Unbiased Estimators in Linear Regression ModelNew shrinkage-type estimators in a linear regression model when multicollinearity is severeA Simulation Study on Some Restricted Ridge Regression EstimatorsA General Class of Estimators for the Linear Regression Model Affected by Collinearity and OutliersA VIF-based optimization model to alleviate collinearity problems in multiple linear regressionLiu-Type Logistic EstimatorLiu-type estimator in semiparametric regression modelsAdjustive Liu-Type Estimators in Linear Regression ModelsThe distribution of stochastic shrinkage biasing parameters of the Liu type estimatorA new two-parameter estimator for the Poisson regression modelLiu-Type Negative Binomial Regression: A Comparison of Recent Estimators and ApplicationsThe optimal extended balanced loss function estimatorsThe General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type EstimatorOn the Choice of the Ridge Parameter: A Maximum Entropy ApproachPena's statistic for the Liu regressionImproved Liu estimator in a linear regression modelBayesian Estimation of the Log–linear Exponential Regression Model with Censorship and CollinearityModified Restricted Almost Unbiased Liu Estimator in Linear Regression ModelOn Some Ridge Regression Estimators: An Empirical ComparisonsPositive-rule stein-type almost unbiased ridge estimator in linear regression modelThe \(\mathrm{r}\)-\(\mathrm{d}\) class predictions in linear mixed modelsLiu-type multinomial logistic estimatorDefining a two-parameter estimator: a mathematical programming evidenceVIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearityEvaluation of the predictive performance of the r-k and r-d class estimatorsRidge Regression and Generalized Maximum Entropy: An improved version of the Ridge–GME parameter estimatorDifference based ridge and Liu type estimators in semiparametric regression modelsLinearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression ModelMODIFICATION OF LIU-TYPE ESTIMATOR FOR TWO SUR MODELPerformance of some stochastic restricted ridge estimator in linear regression modelComparison of some estimators under the Pitman's closeness criterion in linear regression modelA new Liu-type estimatorSingular Ridge Regression With Stochastic ConstraintsTwo Stochastic Restricted Principal Components Regression Estimator in Linear RegressionFeasible Ridge Estimator in Seemingly Unrelated Semiparametric ModelsMore on the unbiased ridge regression estimation



Cites Work


This page was built for publication: Using Liu-Type Estimator to Combat Collinearity