Photo from wikipedia
In this study, we introduce iterative restricted Liu estimator to combat multicollinearity in generalized linear models. We also obtain necessary and sufficient conditions for the superiority of the first-order approximated… Click to show full abstract
In this study, we introduce iterative restricted Liu estimator to combat multicollinearity in generalized linear models. We also obtain necessary and sufficient conditions for the superiority of the first-order approximated restricted Liu estimator over the first-order approximated maximum likelihood and Liu estimators by the approximated mean squared error criterion. The results are illustrated by conducting simulation studies and numerical examples.
Keywords:
simulation studies;
liu estimator;
generalized linear;
restricted liu;
linear models
Journal Title: Hacettepe Journal of Mathematics and Statistics
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!
Journal Title: Hacettepe Journal of Mathematics and Statistics
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!