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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.
Apr 1, 2022 · 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.
Mar 1, 2023 · To examine the presence of multicollinearity, we use three methods: the coefficient of the correlation between x's, the variance inflation factor (VIF), and the condition number (CN). The correlation coefficients are ρ X 1, X 2 = 0.97, ρ X 1, X 3 = 0.98, and ρ X 2, X 3 = 0.94, the values of the VIF are 54.36, 16.76, and 28.75, and the CN ...
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.
called the Kibria–Lukman (KL) estimator which is defined by βˆKL = (X′X +kIp)−1(X′X −kIp)βˆ,k > 0 This estimator has been extended for use in different generalized linear models ...
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.
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What is the Kibria-Lukman estimator?
What is Kibria Lukman (KL) estimator?
Does Kibria-Lukman estimator reduce multicollinearity?
What is a jackknife Kibria-Lukman estimator?
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Does the compkl estimator outperform ml Ridge & Liu estimators?
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.