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- The K-L estimator is a form of the Liu-type estimator with one parameter that minimizes the residual sum of squares with respect to the L2 norm with a prior information. The K-L estimator outperforms the RRE and Liu estimators based on the theoretical conditions.
www.mdpi.com/2227-7390/11/2/340K-L Estimator: Dealing with Multicollinearity in the Logistic ...
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What is the Kibria-Lukman estimator?
Can a Kibria-Lukman estimator solve a multicollinearity problem?
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Sep 20, 2024 · Following the works of [15,16], Kibria and Lukman developed the Kibria–Lukman estimator (KLE), a single-parameter biased estimator designed to address multicollinearity in linear regression models. They demonstrated that this estimator outperforms both the Ridge and Liu estimators in terms of estimation accuracy and stability.
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 proposed,...
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.
May 16, 2023 · Kibria and Lukman introduced the Kibria-Lukman estimator, which in some circumstances performs better than the ridge estimator. In this study, we combined the idea of the Kibria-Lukman estimator with the preliminary test method to produce the preliminary test Kibria-Lukman estimator (PTKLE).
INTRODUCTION. The statistical consequences of multicollinearity are well-known in statistics for a linear regression model. Multicollinearity is known as the approximately linear dependency...
Dec 27, 2023 · The Preliminary Test Kibria-Lukman Estimator (PTKLE), which is based on the Wald (W), Likelihood Ratio (LR), and Lagrangian Multiplier (LM) tests, is offered in this study when it is believed that the regression parameter may be restricted to a subspace.
