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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.
Conclusion. In this paper, we proposed the GKL estimator. The performance of the proposed GKL estimator is theoretically compared with the OLS, GR, GL, and KL estimators in terms of known matrix mean squared error. Moreover, the optimal shrinkage parameter of the proposed GKL estimator is presented.
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...
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.
INTRODUCTION. The statistical consequences of multicollinearity are well-known in statistics for a linear regression model. Multicollinearity is known as the approximately linear dependency among...
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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.