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)

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• scientific article; zbMATH DE number 3076197 (Why is no real title available?)
• A new class of blased estimate in linear regression
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• 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)

• Improvement of generalized difference-based mixed Liu estimator in partially linear model
• Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models
• A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria
• A new biased estimator based on ridge estimation
• A note about the corrected VIF
• A new stochastic restricted Liu-type estimator in linear regression model
• More on the unbiased ridge regression estimation
• On some beta ridge regression estimators: method, simulation and application
• A new Liu-type estimator for the Inverse Gaussian Regression Model
• Improvement of the Liu-type Shiller estimator for distributed lag models
• Pena's statistic for the Liu regression
• A new Liu-type estimator in binary logistic regression models
• A modified one parameter Liu estimator for Conway-Maxwell Poisson response model
• Liu-type estimator in semiparametric regression models
• Development of the Aslam-Ahmad estimator for the Cox proportional and hazards regression model with multicollinearity
• Improved Liu-ridge-type estimates for the beta regression model
• On the weighted mixed Liu-type estimator under unbiased stochastic restrictions
• More on the restricted ridge regression estimation
• A new improvement Liu-type estimator for the Bell regression model
• Extending the Liu estimator for the Cox proportional hazards regression model with multicollinearity
• Efficiency of the restricted r-d class estimator in linear regression
• Liu-type shrinkage strategies in zero-inflated negative binomial models with application to Expenditure and Default Data
• Ridge estimator in a mixed Poisson regression model
• An almost unbiased Liu-type estimator in the linear regression model
• Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model
• Improving the estimators of the parameters of a probit regression model: a ridge regression approach
• Efficiency of a generalized difference-based weighted mixed ridge estimator in partially linear model
• The extended two-type parameter estimator in linear regression model
• The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses
• VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity
• Liu-type estimator in Conway–Maxwell–Poisson regression model: theory, simulation and application
• Ridge Estimation to the Restricted Linear Model
• Modified ridge-type for the Poisson regression model: simulation and application
• Efficiency of a Liu-type estimator in semiparametric regression models
• 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
• More on Liu-Type Estimator in Linear Regression
• A new Liu-type estimator in linear regression model
• Performance of the principal component two-parameter estimator in misspecified linear regression model
• Performance of the difference-based estimators in partially linear models
• Improved two-parameter estimators for the negative binomial and Poisson regression models
• Difference based ridge and Liu type estimators in semiparametric regression models
• Liu-Type Negative Binomial Regression: A Comparison of Recent Estimators and Applications
• A simulation study on some restricted ridge regression estimators
• Performance of the difference-based Liu-type estimator in partially linear model
• On ridge parameter estimators under stochastic subspace hypothesis
• A new double-regularized regression using Liu and Lasso regularization
• A new estimator for Cox proportional hazard regression model in presence of collinearity
• The Restricted and Unrestricted Two-Parameter Estimators
• Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression
• Bayesian estimation of the log-linear exponential regression model with censorship and collinearity
• A new estimator for the multicollinear logistic regression model
• On the restricted almost unbiased two-parameter estimator in linear regression model
• Liu-type estimator for the gamma regression model
• Positive-rule Stein-type almost unbiased ridge estimator in linear regression model
• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• Recent results in ridge regression methods
• A new improved Liu-type estimator for Poisson regression models
• Efficiency of the modified jackknifed Liu-type estimator
• A general class of estimators for the linear regression model affected by collinearity and outliers
• The beta Liu-type estimator: simulation and application
• Some shrinkage estimators based on median ranked set sampling
• Influence measures in affine combination type regression
• Regularization with maximum entropy and quantum electrodynamics: the MERG(E) estimators
• Improvement of the Liu Estimator in Weighted Mixed Regression
• A mathematical programming approach for Liu-type estimator
• On the restricted \(r\)-\(k\) class estimator and the restricted \(r\)-\(d\) class estimator in linear regression
• Modification of Liu-type estimator for two SUR model
• On the distribution of shrinkage parameters of Liu-type estimators
• New influence diagnostics in ridge regression
• Adjustive Liu-type estimators in linear regression models
• Combining two-parameter and principal component regression estimators
• Singular ridge regression with stochastic constraints
• Regression diagnostics methods for Liu estimator under the general linear regression model
• Comparison of some estimators under the Pitman's closeness criterion in linear regression model
• Non-diagonal-type estimator in linear regression
• A generalized diagonal ridge-type estimator in linear regression
• On the restricted almost unbiased estimators in linear regression
• On the Stein-type Liu estimator and positive-rule Stein-type Liu estimator in multiple linear regression models
• On defining a jackknifed pooled ridge-Liu estimator in beta regression: nonlinear programming evidence
• The Wald-type confidence interval on the mean response function of the Poisson inverse Gaussian ridge regression
• Modified Liu-type estimator based on (\(r\)-\(k\)) class estimator
• A new effective biased estimator for Poisson regression model under multicollinearity
• Modified restricted Liu estimator in logistic regression model
• A new two-parameter estimator for the Poisson regression model
• Ridge regression and generalized maximum entropy: an improved version of the ridge-GME parameter estimator
• The optimal extended balanced loss function estimators
• On a new class of binomial ridge-type regression estimators
• Liu-type multinomial logistic estimator
• A modified ridge estimator in Cox regression model
• Liu-type shrinkage estimators for mixture of logistic regressions: an osteoporosis study
• On Some Ridge Regression Estimators: An Empirical Comparisons
• A generalized difference-based mixed two-parameter estimator in partially linear model
• Identifying a class of Ridge-type estimators in binary logistic regression models
• On some two parameter estimators for the linear regression models with correlated predictors: simulation and application
• A stochastic restricted principal components regression estimator in the linear model
• Almost unbiased Liu-type estimators in gamma regression model
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• A VIF-based optimization model to alleviate collinearity problems in multiple linear regression
• A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies
• Modified ridge-type estimator for the gamma regression model

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