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A comparison among Different Methods for Estimating Regression Parameters with Autocorrelation Problem under Exponentially Distributed Error

Multiple linear regressions are concerned with studying and analyzing the relationship between the dependent variable and a set of explanatory variables. From this relationship the values of variables are predicted. In this paper the multiple linear regression model and three covariates were studied in the presence of the problem of auto-correlation of errors when the random error distributed the distribution of exponential. Three methods were compared (general least squares, M robust, and Laplace robust method). We have employed the simulation studies and calculated the statistical standard mean squares error with sample sizes (15, 30, 60, 100). Further we applied the best method on the real experiment data representing the varieties of cigarettes according to the US Federal Trade Commission.

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Publication Date
Wed Feb 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
A comparison between the logistic regression model and Linear Discriminant analysis using Principal Component unemployment data for the province of Baghdad

     The objective of the study is to demonstrate the predictive ability is better between the logistic regression model and Linear Discriminant function using the original data first and then the Home vehicles to reduce the dimensions of the variables for data and socio-economic survey of the family to the province of Baghdad in 2012 and included a sample of 615 observation with 13 variable, 12 of them is an explanatory variable and the depended variable is number of workers and the unemployed.

     Was conducted to compare the two methods above and it became clear by comparing the  logistic regression model best of a Linear Discriminant  function written

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Publication Date
Thu Mar 01 2012
Journal Name
Journal Of Economics And Administrative Sciences
Comparison study of Information Criteria to determine the order of Autoregressive models

بهذا البحث نقارن معاييرالمعلومات التقليدية (AIC , SIC, HQ , FPE ) مع معيارمعلومات الانحراف المحور (MDIC) المستعملة لتحديد رتبة انموذج الانحدارالذاتي (AR) للعملية التي تولد البيانات,باستعمال المحاكاة وذلك بتوليد بيانات من عدة نماذج للأنحدارالذاتي,عندما خضوع حد الخطأ للتوزيع الطبيعي بقيم مختلفة لمعلماته

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Publication Date
Fri Feb 01 2019
Journal Name
Journal Of Economics And Administrative Sciences
Comparison of Some Methods for Estimating the Scheff'e Model of the Mixture

Because of the experience of the mixture problem of high correlation and the existence of linear MultiCollinearity between the explanatory variables, because of the constraint of the unit and the interactions between them in the model, which increases the existence of links between the explanatory variables and this is illustrated by the variance inflation vector (VIF), L-Pseudo component to reduce the bond between the components of the mixture.

    To estimate the parameters of the mixture model, we used in our research the use of methods that increase bias and reduce variance, such as the Ridge Regression Method and the Least Absolute Shrinkage and Selection Operator (LASSO) method a

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Publication Date
Sat Feb 01 2014
Journal Name
Journal Of Economics And Administrative Sciences
A comparison of the Semiparametric Estimators model smoothing methods different using

In this paper, we made comparison among different parametric ,nonparametric and semiparametric estimators for partial linear regression model users parametric represented by ols and nonparametric methods represented by cubic smoothing spline estimator and Nadaraya-Watson estimator, we study three nonparametric regression models and samples sizes  n=40,60,100,variances used σ2=0.5,1,1.5 the results  for the first model show that N.W estimator for partial linear regression model(PLM) is the best followed the cubic smoothing spline estimator for (PLM),and the results of the second and the third model show that the best estimator is C.S.S.followed by N.W estimator for (PLM) ,the

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Publication Date
Fri Dec 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
A comparison between Bayesian Method and Full Maximum Likelihood to estimate Poisson regression model hierarchy and its application to the maternal deaths in Baghdad

Abstract:

 This research aims to compare Bayesian Method and Full Maximum Likelihood to estimate hierarchical Poisson regression model.

The comparison was done by  simulation  using different sample sizes (n = 30, 60, 120) and different Frequencies (r = 1000, 5000) for the experiments as was the adoption of the  Mean Square Error to compare the preference estimation methods and then choose the best way to appreciate model and concluded that hierarchical Poisson regression model that has been appreciated Full Maximum Likelihood Full Maximum Likelihood  with sample size  (n = 30) is the best to represent the maternal mortality data after it has been reliance value param

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Publication Date
Thu Nov 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
Comparison of Estimates Nonparametric In Multiple Regression Analysis Function (Gamma ,Beta)

The use of non-parametric models and subsequent estimation methods requires that many of the initial conditions that must be met to represent those models of society under study are appropriate, prompting researchers to look for more flexible models, which are represented by non-parametric models                  

          In this study, the most important and most widespread estimations of the estimation of the nonlinear regression function were investigated using Nadaraya-Watson and Regression Local Ploynomial, which are one of the types of non-linear

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Publication Date
Wed Dec 01 2021
Journal Name
Journal Of Economics And Administrative Sciences
Comparison of Some Semi-parametric Methods in Partial Linear Single-Index Model

The research dealt with a comparative study between some semi-parametric estimation methods to the Partial linear Single Index Model using simulation. There are two approaches to model estimation two-stage procedure and MADE to estimate this model. Simulations were used to study the finite sample performance of estimating methods based on different Single Index models, error variances, and different sample sizes , and the mean average squared errors were used as a comparison criterion between the methods were used. The results showed a preference for the two-stage procedure depending on all the cases that were used

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Publication Date
Fri Dec 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Compare Linear Progamming With Other Methods to Finding Optimal Solution for Transportation Problem

The researcher studied transportation problem because it's great importance in the country's economy. This paper which ware studied several ways to find a solution closely to the optimization, has applied these methods to the practical reality by taking one oil derivatives which is benzene product, where the first purpose of this study is, how we can reduce the total costs of transportation for product of petrol from warehouses in the province of Baghdad, to some stations in the Karsh district and Rusafa in the same province. Secondly, how can we address the Domandes of each station by required quantity which is depending on absorptive capacity of the warehouses (quantities supply), And through r

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Publication Date
Tue Sep 08 2020
Journal Name
Baghdad Science Journal
A Comparison Between Two Shape Parameters Estimators for (Burr-XII) Distribution

This paper deals with defining Burr-XII, and how to obtain its p.d.f., and CDF, since this distribution is one of failure distribution which is compound distribution from two failure models which are Gamma model and weibull model. Some equipment may have many important parts and the probability distributions representing which may be of different types, so found that Burr by its different compound formulas is the best model to be studied, and estimated its parameter to compute the mean time to failure rate. Here Burr-XII rather than other models is consider  because it is used to model a wide variety of phenomena including crop prices, household income, option market price distributions, risk and travel time. It has two shape-parame

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Publication Date
Wed Mar 30 2022
Journal Name
Journal Of Economics And Administrative Sciences
Using Quadratic Form Ratio Multiple Test to Estimate Linear Regression Model Parameters in Big Data with Application: Child Labor in Iraq

              The current paper proposes a new estimator for the linear regression model parameters under Big Data circumstances.  From the diversity of Big Data variables comes many challenges that  can be interesting to the  researchers who try their best to find new and novel methods to estimate the parameters of linear regression model. Data has been collected by Central Statistical Organization IRAQ, and the child labor in Iraq has been chosen as data. Child labor is the most vital phenomena that both society and education are suffering from and it affects the future of our next generation. Two methods have been selected to estimate the parameter

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