Maulticollinearity 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 method, We will use the simulation to compare these methods using the mean squares error criteria. The method of biased gave good results by using sizes different samples.
In 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 MoreIn general, researchers and statisticians in particular have been usually used non-parametric regression models when the parametric methods failed to fulfillment their aim to analyze the models precisely. In this case the parametic methods are useless so they turn to non-parametric methods for its easiness in programming. Non-parametric methods can also used to assume the parametric regression model for subsequent use. Moreover, as an advantage of using non-parametric methods is to solve the problem of Multi-Colinearity between explanatory variables combined with nonlinear data. This problem can be solved by using kernel ridge regression which depend o
... Show MoreThe 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 nonline
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In this research provide theoretical aspects of one of the most important statistical distributions which it is Lomax, which has many applications in several areas, set of estimation methods was used(MLE,LSE,GWPM) and compare with (RRE) estimation method ,in order to find out best estimation method set of simulation experiment (36) with many replications in order to get mean square error and used it to make compare , simulation experiment contrast with (estimation method, sample size ,value of location and shape parameter) results show that estimation method effected by simulation experiment factors and ability of using other estimation methods such as(Shrinkage, jackknif
... Show MoreA Bayesian formulation of the ridge regression problem is considerd, which derives from a direct specification of prior informations about parameters of general linear regression model when data suffer from a high degree of multicollinearity.A new approach for deriving the conventional estimator for the ridge parameter proposed by Hoerl and Kennard (1970) as well as Bayesian estimator are presented. A numerical example is studied in order to compare the performance of these estimators.
Abstract
Suffering the human because of pressure normal life of exposure to several types of heart disease as a result of due to different factors. Therefore, and in order to find out the case of a death whether or not, are to be modeled using binary logistic regression model
In this research used, one of the most important models of nonlinear regression models extensive use in the modeling of applications statistical, in terms of heart disease which is the binary logistic regression model. and then estimating the parameters of this model using the statistical estimation methods, another problem will be appears in estimating its parameters, as well as when the numbe
... Show MoreLinear discriminant analysis and logistic regression are the most widely used in multivariate statistical methods for analysis of data with categorical outcome variables .Both of them are appropriate for the development of linear classification models .linear discriminant analysis has been that the data of explanatory variables must be distributed multivariate normal distribution. While logistic regression no assumptions on the distribution of the explanatory data. Hence ,It is assumed that logistic regression is the more flexible and more robust method in case of violations of these assumptions.
In this paper we have been focus for the comparison between three forms for classification data belongs
... Show MoreThis paper presents a grey model GM(1,1) of the first rank and a variable one and is the basis of the grey system theory , This research dealt properties of grey model and a set of methods to estimate parameters of the grey model GM(1,1) is the least square Method (LS) , weighted least square method (WLS), total least square method (TLS) and gradient descent method (DS). These methods were compared based on two types of standards: Mean square error (MSE), mean absolute percentage error (MAPE), and after comparison using simulation the best method was applied to real data represented by the rate of consumption of the two types of oils a Heavy fuel (HFO) and diesel fuel (D.O) and has been applied several tests to
... Show MoreIn this research we study a variance component model, Which is the one of the most important models widely used in the analysis of the data, this model is one type of a multilevel models, and it is considered as linear models , there are three types of linear variance component models ,Fixed effect of linear variance component model, Random effect of linear variance component model and Mixed effect of linear variance component model . In this paper we will examine the model of mixed effect of linear variance component model with one –way random effect ,and the mixed model is a mixture of fixed effect and random effect in the same model, where it contains the parameter (μ) and treatment effect (τi ) which has
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