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:: Search published articles ::
Showing 2 results for Multicollinearity

Mahdi Roozbeh, Monireh Maanavi,
Volume 14, Issue 2 (2-2021)
Abstract

The popular method to estimation the parameters of a linear regression model is the ordinary least square method which, despite the simplicity of calculating and providing the BLUE estimator of parameters, in some situations leads to misleading solutions. For example, we can mention the problems of multi-collinearity and outliers in the data set. The least trimmed squares method which is one of the most popular of robust regression methods decreases the influence of outliers as much as possible. The main goal of this paper is to provide a robust ridge estimation in order to model dental age data. Among the methods used to determine age, the most popular method throughout the world is the modern modified Demirjian method that is based on the calcification of the permanent tooth in panoramic radiography. It has been shown that using the robust ridge estimator is leading to reduce the mean squared error in comparison with the OLS method. Also, the proposed estimators were evaluated in simulated data sets.

Zahra Zandi, Hossein Bevrani,
Volume 16, Issue 2 (3-2023)
Abstract

This paper suggests Liu-type shrinkage estimators in linear regression model in the presence of multicollinearity under subspace information. The performance of the proposed estimators is compared to Liu-type estimator in terms of their relative efficiency via a Monte Carlo simulation study and a real data set. The results reveal that the proposed estimators outperform better than the Liu-type estimator.



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مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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