Search results
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 · 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 20, 2022 · Ozbay and Kaciranlar 20 integrated two parameter estimator and mixed estimator and proposed a two parameter mixed estimator. In this paper, a new mixed KL estimator under stochastic...
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...
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
People also ask
What is the Kibria-Lukman estimator?
Can a Kibria-Lukman estimator solve a multicollinearity problem?
Is KL estimator better than mixed estimator?
What is a jackknife Kibria-Lukman estimator?
Does a mixed KL estimator have a minimum MSE?
How did kaciranlar & sakallioglu propose R D estimator?
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.