Two-stage Liu estimator in a simultaneous equations model
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2018.1450875
Abstract: ABSTRACT Two-stage least squares estimation in a simultaneous equations model has several desirable properties under the problem of multicollinearity. So, various kinds of improved estimation techniques can be developed to deal with the problem of… read more here.
Keywords: stage liu; two stage; simultaneous equations; liu estimator ... See more keywords
Using Liu estimator for detection of influential observations in linear measurement error models
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DOI: 10.1080/03610926.2018.1475567
Abstract: Abstract In this paper, we introduce Liu estimator for the vector of parameters in linear measurement error models and discuss its asymptotic properties. Based on the Liu estimator, diagnostic measures are developed to identify influential… read more here.
Keywords: error models; liu estimator; influential observations; measurement error ... See more keywords
Application of the LINEX Loss Function with a Fundamental Derivation of Liu Estimator
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DOI: 10.1155/2022/2307911
Abstract: For a variety of well-known approaches, optimum predictors and estimators are determined in relation to the asymmetrical LINEX loss function. The applications of an iteratively practicable lowest mean squared error estimation of the regression disturbance… read more here.
Keywords: estimation; loss function; loss; linex loss ... See more keywords
Restricted Liu estimator in generalized linear models: Monte Carlo simulation studies on gamma and Poisson distributed responses
Sign Up to like & getrecommendations! Published in 2018 at "Hacettepe Journal of Mathematics and Statistics"
DOI: 10.15672/hjms.2018.624
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… read more here.
Keywords: simulation studies; liu estimator; generalized linear; restricted liu ... See more keywords