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Mar 1, 2023 · In regression analysis, when the explanatory variables are correlated, when there is multicollinearity problem, this inflates the standard error of the maximum likelihood estimates. The Kibria–Lukman estimator was provided to handle the effect of multicollinearity in the linear regression model.
The Kibria-Lukman (KL) estimator is a recent estimator that has been proposed to solve the multicollinearity problem. In this paper, a generalized version of the KL estimator is proposed, along with the optimal biasing parameter of our proposed estimator derived by minimizing the scalar mean squared error.
Jul 8, 2021 · In this study, we propose the Modified Kibria-Lukman estimator to handle multicollinearity in PRM. The estimator is a single parameter estimator which makes it less computationally intensive as compared with the two-parameter estimators.
- Benedicta B. Aladeitan, Olukayode Adebimpe, Adewale F. Lukman, Olajumoke Oludoun, Oluwakemi E. Abiod...
- 2021
Nov 26, 2021 · In this paper, we developed a Jackknifed version of the Kibria-Lukman estimator- the estimator is named the Jackknifed KL estimator (JKLE). We derived the statistical properties of the new estimator and compared it theoretically with the KLE and some other existing estimators.
Apr 1, 2022 · The Kibria-Lukman (KL) estimator is a recent estimator that has been proposed to solve the multicollinearity problem. In this paper, a generalized version of the KL estimator is proposed, along...
Apr 20, 2022 · The Kibria-Lukman (KL) estimator is a recent estimator that has been proposed to solve the multicollinearity problem. In this paper, a generalized version of the KL estimator is proposed, along with the optimal biasing parameter of our proposed estimator derived by minimizing the scalar mean squared error.
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What is the Kibria-Lukman estimator?
What is Kibria Lukman (KL) estimator?
Can a Kibria-Lukman estimator solve a multicollinearity problem?
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Is the KLE based on a M-estimator robust?
Nov 22, 2022 · To circumvent the problem of multicollinearity in regression models, a ridge-type estimator is recently proposed in the literature, which is named as the Kibria–Lukman estimator (KLE). The KLE has better properties than the conventional ridge regression estimator.