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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 this paper, we proposed an extended version of the Kibria–Lukman estimator (COMPKL estimator) to the Conway–Maxwell Poisson regression model to reduce the effect of the multicollinearity problem.
Apr 1, 2022 · In this study, we proposed a hybrid estimator by combining the Kibria-Lukman estimator with the modified ridge-type estimator. The proposed estimator theoretically dominates the existing...
Jul 20, 2022 · Kibria and Lukman 14 proposed Kibria–Lukman estimator by combining ridge estimator and Liu estimator. In practice, in addition to the sample information given by model ( 1 ), additional ...
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
Dec 12, 2023 · Kibria–Lukman estimator for the zero inflated negative binomial regression model: theory, simulation and applications. The zero inflated negative binomial model is an appropriate choice to model count response variables with excessive zeros and over-dispersion simultaneously.
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called the Kibria–Lukman (KL) estimator which is defined by βˆ KL = (X ′ X +kI p ) −1 (X ′ X −kI p )βˆ,k > 0 This estimator has been extended for use in different generalized