scholarly journals The Performance of Some Restricted Estimators In Restricted Linear Regression Model

2021 ◽  
Vol 26 (2) ◽  
Author(s):  
Bader Aboud ◽  
Mustafa Ismaeel Naif

In the linear regression model, the restricted biased estimation as one of important  methods to addressing the high variance and the  multicollinearity problems. In this paper, we make the simulation study of the some restricted biased estimators. The mean square error (MME) criteria are used to make a comparison  among them. According to the simulation study we observe that, the performance of the restricted modified unbiased  ridge regression estimator (RMUR) was proposed by  Bader and Alheety (2020)  is better than  of these estimators. Numerical example have been considered to illustrate the performance of the estimators.

2020 ◽  
Vol 44 (6) ◽  
pp. 1775-1789
Author(s):  
Muhammad Qasim ◽  
Kristofer Månsson ◽  
Muhammad Amin ◽  
B. M. Golam Kibria ◽  
Pär Sjölander

AbstractMånsson and Shukur (Econ Model 28:1475–1481, 2011) proposed a Poisson ridge regression estimator (PRRE) to reduce the negative effects of multicollinearity. However, a weakness of the PRRE is its relatively large bias. Therefore, as a remedy, Türkan and Özel (J Appl Stat 43:1892–1905, 2016) examined the performance of almost unbiased ridge estimators for the Poisson regression model. These estimators will not only reduce the consequences of multicollinearity but also decrease the bias of PRRE and thus perform more efficiently. The aim of this paper is twofold. Firstly, to derive the mean square error properties of the Modified Almost Unbiased PRRE (MAUPRRE) and Almost Unbiased PRRE (AUPRRE) and then propose new ridge estimators for MAUPRRE and AUPRRE. Secondly, to compare the performance of the MAUPRRE with the AUPRRE, PRRE and maximum likelihood estimator. Using both simulation study and real-world dataset from the Swedish football league, it is evidenced that one of the proposed, MAUPRRE ($$ \hat{k}_{q4} $$ k ^ q 4 ) performed better than the rest in the presence of high to strong (0.80–0.99) multicollinearity situation.


1995 ◽  
Vol 3 (3) ◽  
pp. 133-142 ◽  
Author(s):  
M. Hana ◽  
W.F. McClure ◽  
T.B. Whitaker ◽  
M. White ◽  
D.R. Bahler

Two artificial neural network models were used to estimate the nicotine in tobacco: (i) a back-propagation network and (ii) a linear network. The back-propagation network consisted of an input layer, an output layer and one hidden layer. The linear network consisted of an input layer and an output layer. Both networks used the generalised delta rule for learning. Performances of both networks were compared to the multiple linear regression method MLR of calibration. The nicotine content in tobacco samples was estimated for two different data sets. Data set A contained 110 near infrared (NIR) spectra each consisting of reflected energy at eight wavelengths. Data set B consisted of 200 NIR spectra with each spectrum having 840 spectral data points. The Fast Fourier transformation was applied to data set B in order to compress each spectrum into 13 Fourier coefficients. For data set A, the linear regression model gave better results followed by the back-propagation network which was followed by the linear network. The true performance of the linear regression model was better than the back-propagation and the linear networks by 14.0% and 18.1%, respectively. For data set B, the back-propagation network gave the best result followed by MLR and the linear network. Both the linear network and MLR models gave almost the same results. The true performance of the back-propagation network model was better than the MLR and linear network by 35.14%.


2020 ◽  
Vol 9 (11) ◽  
pp. 654
Author(s):  
Guanwei Zhao ◽  
Muzhuang Yang

Mapping population distribution at fine resolutions with high accuracy is crucial to urban planning and management. This paper takes Guangzhou city as the study area, illustrates the gridded population distribution map by using machine learning methods based on zoning strategy with multisource geospatial data such as night light remote sensing data, point of interest data, land use data, and so on. The street-level accuracy evaluation results show that the proposed approach achieved good overall accuracy, with determinant coefficient (R2) being 0.713 and root mean square error (RMSE) being 5512.9. Meanwhile, the goodness of fit for single linear regression (LR) model and random forest (RF) regression model are 0.0039 and 0.605, respectively. For dense area, the accuracy of the random forest model is better than the linear regression model, while for sparse area, the accuracy of the linear regression model is better than the random forest model. The results indicated that the proposed method has great potential in fine-scale population mapping. Therefore, it is advised that the zonal modeling strategy should be the primary choice for solving regional differences in the population distribution mapping research.


2020 ◽  
Vol 2020 ◽  
pp. 1-17
Author(s):  
Adewale F. Lukman ◽  
B. M. Golam Kibria ◽  
Kayode Ayinde ◽  
Segun L. Jegede

Motivated by the ridge regression (Hoerl and Kennard, 1970) and Liu (1993) estimators, this paper proposes a modified Liu estimator to solve the multicollinearity problem for the linear regression model. This modification places this estimator in the class of the ridge and Liu estimators with a single biasing parameter. Theoretical comparisons, real-life application, and simulation results show that it consistently dominates the usual Liu estimator. Under some conditions, it performs better than the ridge regression estimators in the smaller MSE sense. Two real-life data are analyzed to illustrate the findings of the paper and the performances of the estimators assessed by MSE and the mean squared prediction error. The application result agrees with the theoretical and simulation results.


Author(s):  
K. GANESAN ◽  
TAGHI M. KHOSHGOFTAAR ◽  
EDWARD B. ALLEN

Highly reliable software is becoming an essential ingredient in many systems. However, assuring reliability often entails time-consuming costly development processes. One cost-effective strategy is to target reliability-enhancement activities to those modules that are likely to have the most problems. Software quality prediction models can predict the number of faults expected in each module early enough for reliability enhancement to be effective. This paper introduces a case-based reasoning technique for the prediction of software quality factors. Case-based reasoning is a technique that seeks to answer new problems by identifying similar "cases" from the past. A case-based reasoning system can function as a software quality prediction model. To our knowledge, this study is the first to use case-based reasoning systems for predicting quantitative measures of software quality. A case study applied case-based reasoning to software quality modeling of a family of full-scale industrial software systems. The case-based reasoning system's accuracy was much better than a corresponding multiple linear regression model in predicting the number of design faults. When predicting faults in code, its accuracy was significantly better than a corresponding multiple linear regression model for two of three test data sets and statistically equivalent for the third.


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