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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 · 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...
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.
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 ...
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.
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.
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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?
Does the compkl estimator outperform ml Ridge & Liu estimators?
Which estimator has the lowest MSE value?
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.