Using Liu-Type Estimator to Combat Collinearity

DOI10.1081/STA-120019959MaRDI QIDQ4807618zbMATH OpenFDO

Authors Kejian Liu

Publication date 19 May 2003

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

Full work available at URL https://doi.org/10.1081/STA-120019959

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A new class of blased estimate in linear regression
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• scientific article; zbMATH DE number 3076197 (Why is no real title available?)
• MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Ridge regression iterative estimation of the biasing parameter
• Ridge regression:some simulations
• Robust Liu estimator for regression based on an M-estimator
• THE EXAMINATION AND ANALYSIS OF RESIDUALS FOR SOME BIASED ESTIMATORS IN LINEAR REGRESSION

Cited in

(only showing first 100 items - show all)

• Improved Liu estimator in a linear regression model
• A note about the corrected VIF
• The distribution of stochastic shrinkage biasing parameters of the Liu type estimator
• A new two-parameter estimator for the Poisson regression model
• The optimal extended balanced loss function estimators
• Combining two-parameter and principal component regression estimators
• The \(\mathrm{r}\)-\(\mathrm{d}\) class predictions in linear mixed models
• Liu-type multinomial logistic estimator
• A new double-regularized regression using Liu and Lasso regularization
• Combining the Liu-type estimator and the principal component regression estimator
• A VIF-based optimization model to alleviate collinearity problems in multiple linear regression
• 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
• On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• More on the unbiased ridge regression estimation
• Almost unbiased Liu-type estimators in gamma regression model
• Efficiency of the restricted r-d class estimator in linear regression
• Bayesian estimation of the log-linear exponential regression model with censorship and collinearity
• Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model
• Positive-rule Stein-type almost unbiased ridge estimator in linear regression model
• Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression
• Feasible ridge estimator in seemingly unrelated semiparametric models
• On the Stein-type Liu estimator and positive-rule Stein-type Liu estimator in multiple linear regression models
• More on the bias and variance comparisons of the restricted almost unbiased estimators
• A new estimator for Cox proportional hazard regression model in presence of collinearity
• On the restricted almost unbiased two-parameter estimator in linear regression model
• On the restricted r-k class estimator and the restricted r-d class estimator in linear regression
• On the choice of the ridge parameter: a maximum entropy approach
• Linearized ridge regression estimator under the mean squared error criterion in a linear regression model
• Seemingly unrelated ridge regression in semiparametric models
• New Shrinkage Parameters for the Liu-type Logistic Estimators
• Regularization with maximum entropy and quantum electrodynamics: the MERG(E) estimators
• Modified restricted Liu estimator in logistic regression model
• Defining a two-parameter estimator: a mathematical programming evidence
• Ridge estimation in linear models with heteroskedastic errors
• A general class of estimators for the linear regression model affected by collinearity and outliers
• Liu-type estimator in semiparametric regression models
• Adjustive Liu-type estimators in linear regression models
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Improving the estimators of the parameters of a probit regression model: a ridge regression approach
• A new Liu-type estimator in linear regression model
• Efficiency of the modified jackknifed Liu-type estimator
• 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
• On the weighted mixed Liu-type estimator under unbiased stochastic restrictions
• On the distribution of shrinkage parameters of Liu-type estimators
• Improvement of the Liu-type Shiller estimator for distributed lag models
• Liu-Type Negative Binomial Regression: A Comparison of Recent Estimators and Applications
• A simulation study on some restricted ridge regression estimators
• Liu-type logistic estimator
• Pena's statistic for the Liu regression
• 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
• Modified ridge-type estimator for the gamma regression model
• 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
• On the Liu estimator in the beta and Kumaraswamy regression models: A comparative study
• On some beta ridge regression estimators: method, simulation and application
• Liu-type shrinkage estimations in linear models
• Comments on “On the weighted mixed Liu-type estimator under unbiased stochastic restrictions”
• 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
• A new Liu-type estimator in binary logistic regression models
• A modified one parameter Liu estimator for Conway-Maxwell Poisson response model
• 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
• 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
• Robust ridge and robust Liu estimator for regression based on the LTS estimator
• Influence measures in affine combination type regression
• 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
• New shrinkage-type estimators in a linear regression model when multicollinearity is severe
• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• Modification of Liu-type estimator for two SUR model
• Singular ridge regression with stochastic constraints
• A mathematical programming approach for Liu-type estimator
• More on Liu-Type Estimator in Linear Regression
• Definition and properties of \(m\)-dimensional \(n\)-principal points
• Modified Liu-type estimator based on (\(r\)-\(k\)) class estimator
• Performance of the difference-based estimators in partially linear models
• More on the restricted ridge regression estimation
• Non-diagonal-type estimator in linear regression
• On the stochastic restricted almost unbiased estimators in linear regression model
• A generalized diagonal ridge-type estimator in linear regression
• Ridge Estimation to the Restricted Linear Model
• The Restricted and Unrestricted Two-Parameter Estimators

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