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A New Biased Estimator to Combat the Multicollinearity of the Gaussian Linear Regression Model

Author

Listed:
  • Issam Dawoud

    (Department of Mathematics, Al-Aqsa University, Gaza 4051, Palestine)

  • B. M. Golam Kibria

    (Department of Mathematics and Statistics, Florida International University, Miami, FL 33199, USA)

Abstract

In a multiple linear regression model, the ordinary least squares estimator is inefficient when the multicollinearity problem exists. Many authors have proposed different estimators to overcome the multicollinearity problem for linear regression models. This paper introduces a new regression estimator, called the Dawoud–Kibria estimator, as an alternative to the ordinary least squares estimator. Theory and simulation results show that this estimator performs better than other regression estimators under some conditions, according to the mean squares error criterion. The real-life datasets are used to illustrate the findings of the paper.

Suggested Citation

  • Issam Dawoud & B. M. Golam Kibria, 2020. "A New Biased Estimator to Combat the Multicollinearity of the Gaussian Linear Regression Model," Stats, MDPI, vol. 3(4), pages 1-16, November.
    • Handle: RePEc:gam:jstats:v:3:y:2020:i:4:p:33-541:d:441213
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    References listed on IDEAS

    as
    1. Kristofer Månsson & B. M. Golam Kibria & Ghazi Shukur, 2015. "Performance of Some Weighted Liu Estimators for Logit Regression Model: An Application to Swedish Accident Data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(2), pages 363-375, January.
    2. Roozbeh, Mahdi, 2018. "Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 45-61.
    3. Betül Kan & Özlem Alpu & Berna Yazıcı, 2013. "Robust ridge and robust Liu estimator for regression based on the LTS estimator," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(3), pages 644-655.
    4. Fikri Akdeniz & Mahdi Roozbeh, 2019. "Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models," Statistical Papers, Springer, vol. 60(5), pages 1717-1739, October.
    Full references (including those not matched with items on IDEAS)

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