Using Liu-Type Estimator to Combat Collinearity
From MaRDI portal
Publication:4807618
DOI10.1081/STA-120019959zbMath1107.62345MaRDI QIDQ4807618
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 Anomalies ⋮ Efficiency of a generalized difference-based weighted mixed ridge estimator in partially linear model ⋮ Liu-type estimator in Conway–Maxwell–Poisson regression model: theory, simulation and application ⋮ A generalized difference-based mixed two-parameter estimator in partially linear model ⋮ A Generalized Diagonal Ridge-type Estimator in Linear Regression ⋮ Ridge Estimation to the Restricted Linear Model ⋮ The Restricted and Unrestricted Two-Parameter Estimators ⋮ Tuning Parameter Selection and Various Good Fitting Characteristics for the Liu-Type Estimator in Linear Regression ⋮ Improvement of the Liu Estimator in Weighted Mixed Regression ⋮ Some Shrinkage estimators based on median ranked set sampling ⋮ A 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 crisis ⋮ Modified ridge-type for the Poisson regression model: simulation and application ⋮ On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression model ⋮ Reviving some geometric aspects of shrinkage estimation in linear models ⋮ On a new class of binomial ridge-type regression estimators ⋮ A new improved Liu-type estimator for Poisson regression models ⋮ The extended two-type parameter estimator in linear regression model ⋮ On the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression Models ⋮ Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression ⋮ Modified ridge-type estimator for the gamma regression model ⋮ More on the Bias and Variance Comparisons of the Restricted Almost Unbiased Estimators ⋮ Seemingly Unrelated Ridge Regression in Semiparametric Models ⋮ More on Liu-Type Estimator in Linear Regression ⋮ A new double-regularized regression using Liu and Lasso regularization ⋮ A new biased estimator based on ridge estimation ⋮ On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression ⋮ The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity ⋮ A new class of efficient and debiased two-step shrinkage estimators: method and application ⋮ Modified Liu-Type Estimator Based on (r − k) Class Estimator ⋮ Modified Liu-Type Estimator Based on (r − k) Class Estimator ⋮ On the Liu estimator in the beta and Kumaraswamy regression models: A comparative study ⋮ New Shrinkage Parameters for the Liu-type Logistic Estimators ⋮ Regularization with Maximum Entropy and Quantum Electrodynamics: The Merg(E) Estimators ⋮ Performance of the difference-based estimators in partially linear models ⋮ More on the restricted ridge regression estimation ⋮ On some beta ridge regression estimators: method, simulation and application ⋮ Modified restricted Liu estimator in logistic regression model ⋮ A New Estimator for Cox Proportional Hazard Regression Model in Presence of Collinearity ⋮ Liu-type shrinkage estimations in linear models ⋮ Matrix mean squared error comparisons of some biased estimators with two biasing parameters ⋮ On the performance of the Jackknifed Liu-type estimator in linear regression model ⋮ Comments on “On the weighted mixed Liu-type estimator under unbiased stochastic restrictions” ⋮ Ridge estimation in linear models with heteroskedastic errors ⋮ Efficiency of the generalized restricted difference-based almost unbiased ridge estimator in partially linear model ⋮ Performance of the principal component two-parameter estimator in misspecified linear regression model ⋮ A new stochastic mixed Liu estimator in linear regression model ⋮ Diagnostic measures for the restricted Liu estimator in linear measurement error models ⋮ A new stochastic restricted Liu-type estimator in linear regression model ⋮ Regression diagnostics methods for Liu estimator under the general linear regression model ⋮ Liu-type estimator for the gamma regression model ⋮ Almost unbiased Liu-type estimators in gamma regression model ⋮ A new Liu-type estimator in binary logistic regression models ⋮ Efficiency of a Liu-type estimator in semiparametric regression models ⋮ Combining two-parameter and principal component regression estimators ⋮ A modified one parameter Liu estimator for Conway-Maxwell Poisson response model ⋮ A note about the corrected VIF ⋮ On ridge parameter estimators under stochastic subspace hypothesis ⋮ The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses ⋮ Improved two-parameter estimators for the negative binomial and Poisson regression models ⋮ Optimal determination of the parameters of some biased estimators using genetic algorithm ⋮ A new Liu-type estimator for the Inverse Gaussian Regression Model ⋮ A stochastic restricted principal components regression estimator in the linear model ⋮ Recent results in ridge regression methods ⋮ Improving the estimators of the parameters of a probit regression model: a ridge regression approach ⋮ On the weighted mixed Liu-type estimator under unbiased stochastic restrictions ⋮ Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model ⋮ On the restricted almost unbiased estimators in linear regression ⋮ A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria ⋮ A new Liu-type estimator in linear regression model ⋮ Efficiency of the modified jackknifed Liu-type estimator ⋮ On the restricted almost unbiased two-parameter estimator in linear regression model ⋮ Robust ridge and robust Liu estimator for regression based on the LTS estimator ⋮ Influence measures in affine combination type regression ⋮ On the distribution of shrinkage parameters of Liu-type estimators ⋮ New influence diagnostics in ridge regression ⋮ Improvement of generalized difference-based mixed Liu estimator in partially linear model ⋮ Performance of the difference-based Liu-type estimator in partially linear model ⋮ Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models ⋮ On the restrictedr–kclass estimator and the restrictedr–dclass estimator in linear regression ⋮ Combining the Liu-type estimator and the principal component regression estimator ⋮ Non-Diagonal-Type Estimator in Linear Regression ⋮ On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model ⋮ New shrinkage-type estimators in a linear regression model when multicollinearity is severe ⋮ A Simulation Study on Some Restricted Ridge Regression Estimators ⋮ A General Class of Estimators for the Linear Regression Model Affected by Collinearity and Outliers ⋮ A VIF-based optimization model to alleviate collinearity problems in multiple linear regression ⋮ Liu-Type Logistic Estimator ⋮ Liu-type estimator in semiparametric regression models ⋮ Adjustive Liu-Type Estimators in Linear Regression Models ⋮ The distribution of stochastic shrinkage biasing parameters of the Liu type estimator ⋮ A new two-parameter estimator for the Poisson regression model ⋮ Liu-Type Negative Binomial Regression: A Comparison of Recent Estimators and Applications ⋮ The optimal extended balanced loss function estimators ⋮ The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator ⋮ On the Choice of the Ridge Parameter: A Maximum Entropy Approach ⋮ Pena's statistic for the Liu regression ⋮ Improved Liu estimator in a linear regression model ⋮ Bayesian Estimation of the Log–linear Exponential Regression Model with Censorship and Collinearity ⋮ Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model ⋮ On Some Ridge Regression Estimators: An Empirical Comparisons ⋮ Positive-rule stein-type almost unbiased ridge estimator in linear regression model ⋮ The \(\mathrm{r}\)-\(\mathrm{d}\) class predictions in linear mixed models ⋮ Liu-type multinomial logistic estimator ⋮ Defining a two-parameter estimator: a mathematical programming evidence ⋮ VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity ⋮ Evaluation of the predictive performance of the r-k and r-d class estimators ⋮ Ridge Regression and Generalized Maximum Entropy: An improved version of the Ridge–GME parameter estimator ⋮ Difference based ridge and Liu type estimators in semiparametric regression models ⋮ Linearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression Model ⋮ MODIFICATION OF LIU-TYPE ESTIMATOR FOR TWO SUR MODEL ⋮ Performance of some stochastic restricted ridge estimator in linear regression model ⋮ Comparison of some estimators under the Pitman's closeness criterion in linear regression model ⋮ A new Liu-type estimator ⋮ Singular Ridge Regression With Stochastic Constraints ⋮ Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression ⋮ Feasible Ridge Estimator in Seemingly Unrelated Semiparametric Models ⋮ More on the unbiased ridge regression estimation
Cites Work
- Ridge regression:some simulations
- Ridge regression iterative estimation of the biasing parameter
- A new class of blased estimate in linear regression
- On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
- COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
- MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
- THE EXAMINATION AND ANALYSIS OF RESIDUALS FOR SOME BIASED ESTIMATORS IN LINEAR REGRESSION
- Robust Liu estimator for regression based on an M-estimator
- Unnamed Item
- Unnamed Item
This page was built for publication: Using Liu-Type Estimator to Combat Collinearity