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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 · 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.
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
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.
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...
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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In the linear regression model, the multicollinearity effects on the ordinary least squares (OLS) estimator performance make it inefficient. To solve this, several estimators are given. The Kibria-Lukman (KL) estimator is a recent estimator that has