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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.
Mar 1, 2023 · As an alternative to the ridge and Liu estimators, Kibria and Lukman [16] proposed new ridge–type estimator to resolve the issue of multicollinearity in the linear regression model. This estimator is called the Kibria–Lukman (KL) estimator.
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...
Feb 28, 2021 · Both estimators possess smaller mean squared error (MSE) over the MLE. Recently, Kibria and Lukman developed KL estimator, which was found to outperform the ridge and the Liu estimators in the linear regression model.
- Adewale F. Lukman, Zakariya Yahya Algamal, B. M. Golam Kibria, Kayode Ayinde
- 2021
Dec 14, 2021 · MSE(βˆPLE)= ∑P j=1 (λj + d)2 λj(λj + 1)2 + (d − 1)2 ∑p j−1 α2j (λj + 1)2. (2.9) where λj is the j th eigenvalue of X′LˆX and α j is the j th element of α. The KL estimator was proposed by Kibria and Lukman (2020) as a means of mitigating the effect of multicollinearity on parameter estimation.
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?
Does Kibria-Lukman estimator reduce multicollinearity?
What is a jackknife Kibria-Lukman estimator?
How is the performance of the proposed estimator compared with OLS?
Does the compkl estimator outperform ml Ridge & Liu estimators?
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.
