The problem of Multicollinearity is one of the most common problems, which deal to a large extent with the internal correlation between explanatory variables. This problem is especially Appear in economics and applied research, The problem of Multicollinearity has a negative effect on the regression model, such as oversized variance degree and estimation of parameters that are unstable when we use the Least Square Method ( OLS), Therefore, other methods were used to estimate the parameters of the negative binomial model, including the estimated Ridge Regression Method and the Liu type estimator, The negative binomial regression model is a nonlinear regression model or part of the general exponential family. This is the basic structure of the Count Data Analysis, which was used as an alternative to the Poisson model when there is a problem with overdisperison Where the variation value of the response variable (Y) is greater than its arithmetic mean ,The Monte Carlo study was designed to compare the Ridge Regression Estimator and the Liu Type Estimator By using the standard Compare Mean Square Error (MSE), A simulation result showed that the method of the Liu Type estimator is better than the Ridge Regression Method, The Mean Square Error in Liu Type Estimator are lower in the third and fourth estimation formulas.
The technology of reducing dimensions and choosing variables are very important topics in statistical analysis to multivariate. When two or more of the predictor variables are linked in the complete or incomplete regression relationships, a problem of multicollinearity are occurred which consist of the breach of one basic assumptions of the ordinary least squares method with incorrect estimates results.
There are several methods proposed to address this problem, including the partial least squares (PLS), used to reduce dimensional regression analysis. By using linear transformations that convert a set of variables associated with a high link to a set of new independent variables and unr
... Show MoreMaulticollinearity is a problem that always occurs when two or more predictor variables are correlated with each other. consist of the breach of one basic assumptions of the ordinary least squares method with biased estimates results, There are several methods which are proposed to handle this problem including the method To address a problem and method To address a problem , In this research a comparisons are employed between the biased method and unbiased method with Bayesian using Gamma distribution method addition to Ordinary Least Square metho
... Show MoreThe multiple linear regression model is an important regression model that has attracted many researchers in different fields including applied mathematics, business, medicine, and social sciences , Linear regression models involving a large number of independent variables are poorly performing due to large variation and lead to inaccurate conclusions , One of the most important problems in the regression analysis is the multicollinearity Problem, which is considered one of the most important problems that has become known to many researchers , As well as their effects on the multiple linear regression model, In addition to multicollinearity, the problem of outliers in data is one of the difficulties in constructing the reg
... Show MoreThe logistic regression model regarded as the important regression Models ,where of the most interesting subjects in recent studies due to taking character more advanced in the process of statistical analysis .
The ordinary estimating methods is failed in dealing with data that consist of the presence of outlier values and hence on the absence of such that have undesirable effect on the result. &nbs
... Show MoreThe transfer function model the basic concepts in the time series. This model is used in the case of multivariate time series. As for the design of this model, it depends on the available data in the time series and other information in the series so when the representation of the transfer function model depends on the representation of the data In this research, the transfer function has been estimated using the style nonparametric represented in two method local linear regression and cubic smoothing spline method The method of semi-parametric represented use semiparametric single index model, With four proposals, , That the goal of this research is comparing the capabilities of the above mentioned m
... Show MoreIn this paper, we will illustrate a gamma regression model assuming that the dependent variable (Y) is a gamma distribution and that it's mean ( ) is related through a linear predictor with link function which is identity link function g(μ) = μ. It also contains the shape parameter which is not constant and depends on the linear predictor and with link function which is the log link and we will estimate the parameters of gamma regression by using two estimation methods which are The Maximum Likelihood and the Bayesian and a comparison between these methods by using the standard comparison of average squares of error (MSE), where the two methods were applied to real da
... Show MoreRecently Tobit Quantile Regression(TQR) has emerged as an important tool in statistical analysis . in order to improve the parameter estimation in (TQR) we proposed Bayesian hierarchical model with double adaptive elastic net technique and Bayesian hierarchical model with adaptive ridge regression technique .
in double adaptive elastic net technique we assume different penalization parameters for penalization different regression coefficients in both parameters λ1and λ2 , also in adaptive ridge regression technique we assume different penalization parameters for penalization different regression coefficients i
... Show MoreRegression models are one of the most important models used in modern studies, especially research and health studies because of the important results they achieve. Two regression models were used: Poisson Regression Model and Conway-Max Well- Poisson), where this study aimed to make a comparison between the two models and choose the best one between them using the simulation method and at different sample sizes (n = 25,50,100) and with repetitions (r = 1000). The Matlab program was adopted.) to conduct a simulation experiment, where the results showed the superiority of the Poisson model through the mean square error criterion (MSE) and also through the Akaiki criterion (AIC) for the same distribution.
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... Show MoreThe main problem when dealing with fuzzy data variables is that it cannot be formed by a model that represents the data through the method of Fuzzy Least Squares Estimator (FLSE) which gives false estimates of the invalidity of the method in the case of the existence of the problem of multicollinearity. To overcome this problem, the Fuzzy Bridge Regression Estimator (FBRE) Method was relied upon to estimate a fuzzy linear regression model by triangular fuzzy numbers. Moreover, the detection of the problem of multicollinearity in the fuzzy data can be done by using Variance Inflation Factor when the inputs variable of the model crisp, output variable, and parameters are fuzzed. The results were compared usin
... Show MoreThis research a study model of linear regression problem of autocorrelation of random error is spread when a normal distribution as used in linear regression analysis for relationship between variables and through this relationship can predict the value of a variable with the values of other variables, and was comparing methods (method of least squares, method of the average un-weighted, Thiel method and Laplace method) using the mean square error (MSE) boxes and simulation and the study included fore sizes of samples (15, 30, 60, 100). The results showed that the least-squares method is best, applying the fore methods of buckwheat production data and the cultivated area of the provinces of Iraq for years (2010), (2011), (2012),
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