相关论文: On the restricted almost unbiased Liu estimator in…

In order to overcome multicollinearity, we propose a stochastic restricted Liu-type max- imum likelihood estimator by incorporating Liu-type maximum likelihood estimator (Inan and Erdo- gan, 2013) to the logistic regression model when the…

Recently, the well known Liu estimator (Liu, 1993) is attracted researcher's attention in regression parameter estimation for an ill conditioned linear model. It is also argued that imposing sub-space hypothesis restriction on parameters…

In this paper, we gain the new almost unbiased Liu-type estimators to literature for the Bell regression model. We provide the superiority of the proposed estimator to its competitors such as the maximum likelihood estimator and Liu-type…

To address the problem of multicollinearity in the logistic regression model, in this paper we propose a new estimator called Stochastic restricted almost unbiased logistic Liu-estimator (SRAULLE) when the prior information is available in…

This paper introduces a new biased estimator for the negative binomial regression model that is a generalization of Liu-type estimator proposed for the linear model in [12]. Since the variance of the maximum likelihood estimator (MLE) is…

The logistic regression model is one of the most powerful statistical methods for the analysis of binary data. The logistic regression allows to use a set of covariates to explain the binary responses. The mixture of logistic regression…

This paper considers the Liu estimator in the multinomial logistic regression model. We propose some different estimators of the biasing parameter. The mean square error (MSE) is considered as the performance criterion. In order to compare…

In many applications (e.g., medical studies), the population of interest (e.g., disease status) comprises heterogeneous subpopulations. The mixture of probabilistic regression models is one of the most common techniques to incorporate the…

In this paper we propose a principal component Liu-type logistic estimator by combining the principal component logistic regression estimator and Liu-type logistic estimator to overcome the multicollinearity problem. The superiority of the…

In this article, the analysis of misspecification was extended to the recently introduced stochastic restricted biased estimators when multicollinearity exists among the explanatory variables. The Stochastic Restricted Ridge Estimator…

Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…

Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the maximum likelihood estimator (MLE) for logistic regression,…

This study develops a functional Liu-type shrinkage estimator (fLiu) for scalar-on-function regression in the presence of strong multicollinearity and high-dimensional functional predictors. The approach extends the classical Liu estimator…

In this work, we introduce a modified (rescaled) likelihood for imbalanced logistic regression. This new approach makes easier the use of exponential priors and the computation of lasso regularization path. Precisely, we study a limiting…

Binomial data with unknown sizes often appear in biological and medical sciences. The previous methods either use the Poisson approximation or the quasi-likelihood approach. A full likelihood approach is proposed by treating unknown sizes…

The adaptive LASSO has been used for consistent variable selection in place of LASSO in the linear regression model. In this article, we propose a modified LARS algorithm to combine adaptive LASSO with some biased estimators, namely the…

Standard variational lower bounds used to train latent variable models produce biased estimates of most quantities of interest. We introduce an unbiased estimator of the log marginal likelihood and its gradients for latent variable models…

There is a considerable literature in case-control logistic regression on whether or not non-confounding covariates should be adjusted for. However, only limited and ad hoc theoretical results are available on this important topic. A…

We consider the problem of estimating a parameter associated to a Bayesian inverse problem. Treating the unknown initial condition as a nuisance parameter, typically one must resort to a numerical approximation of gradient of the…

We propose new model selection criteria based on generalized ridge estimators dominating the maximum likelihood estimator under the squared risk and the Kullback-Leibler risk in multivariate linear regression. Our model selection criteria…