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Bayes estimators of a multivariate generalized hyperbolic partial regression model
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Publication Date
Fri Apr 01 2016
Journal Name
Journal Of Economics And Administrative Sciences
A Comparison Between Classic Local Least Estimatop And Bayesian Methoid For Estimating Semiparametric Logistic Regression Model
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Semi-parametric models analysis is one of the most interesting subjects in recent studies due to give an efficient model estimation. The problem when the response variable has one of two values either 0 ( no response) or one – with response which is called the logistic regression model.

We compare two methods Bayesian and . Then the results were compared using MSe criteria.

A simulation had been used to study the empirical behavior for the Logistic model , with  different sample sizes and variances. The results using represent that the Bayesian method is better than the   at small samples sizes.

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Crossref
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
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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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Crossref
Publication Date
Sun Aug 30 2020
Journal Name
Journal Of Economics And Administrative Sciences
Comparison of the performance of some r- (k,d) class estimators with the (PCTP) estimator that used in estimating the general linear regression model in the presence of autocorrelation and multicollinearity problems at the same time "
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In the analysis of multiple linear regression, the problem of multicollinearity and auto-correlation drew the attention of many researchers, and given the appearance of these two problems together and their bad effect on the estimation, some of the researchers found new methods to address these two problems together at the same time. In this research a comparison for the performance of the Principal Components Two Parameter estimator (PCTP) and The (r-k) class estimator and the r-(k,d) class estimator by conducting a simulation study and through the results and under the mean square error (MSE) criterion to find the best way to address the two problems together. The results showed that the r-(k,d) class estimator is the best esti

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Crossref
Publication Date
Sat Oct 20 2018
Journal Name
Journal Of Economics And Administrative Sciences
Bayesian Tobit Quantile Regression Model Using Four Level Prior Distributions
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Abstract:

      In this research we discussed the parameter estimation and variable selection in Tobit quantile regression model in present of multicollinearity problem. We used elastic net technique as an important technique for dealing with both multicollinearity and variable selection. Depending on the data we proposed Bayesian Tobit hierarchical model with four level prior distributions . We assumed both tuning parameter are random variable and estimated them with the other unknown parameter in the model .Simulation study was used for explain the efficiency of the proposed method and then we compared our approach with (Alhamzwi 2014 & standard QR) .The result illustrated that our approach

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Publication Date
Fri Jan 01 2021
Journal Name
Annals Of Pure And Applied Mathematics
Linear Regression Model Using Bayesian Approach for Iraqi Unemployment Rate
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In this paper we used frequentist and Bayesian approaches for the linear regression model to predict future observations for unemployment rates in Iraq. Parameters are estimated using the ordinary least squares method and for the Bayesian approach using the Markov Chain Monte Carlo (MCMC) method. Calculations are done using the R program. The analysis showed that the linear regression model using the Bayesian approach is better and can be used as an alternative to the frequentist approach. Two criteria, the root mean square error (RMSE) and the median absolute deviation (MAD) were used to compare the performance of the estimates. The results obtained showed that the unemployment rates will continue to increase in the next two decade

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Publication Date
Fri Feb 01 2019
Journal Name
Journal Of Economics And Administrative Sciences
A Comparison of Parameters Estimation Methods for the Negative Binomial Regression Model under Multicollinearity Problem by Using Simulation
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This study discussed a biased estimator of the Negative Binomial Regression model known as (Liu Estimator), This estimate was used to reduce variance and overcome the problem Multicollinearity between explanatory variables, Some estimates were used such as Ridge Regression and Maximum Likelihood Estimators, This research aims at the theoretical comparisons between the new estimator (Liu Estimator) and the estimators

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Crossref
Publication Date
Thu Jun 01 2017
Journal Name
International Journal Of Science And Research
Precise Solutions of a Viscoelastic Fluid Flow in an Annular Pipe under an Impulsive Pressure with the Fractional Generalized Burgers' Model
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This paper deals with an analytical study of the flow of an incompressible generalized Burgers’ fluid (GBF) in an annular pipe. We discussed in this problem the flow induced by an impulsive pressure gradient and compare the results with flow due to a constant pressure gradient. Analytic solutions for velocity is earned by using discrete Laplace transform (DLT) of the sequential fractional derivatives (FD) and finite Hankel transform (FHT). The influences of different parameters are analyzed on a velocity distribution characteristics and a comparison between two cases is also presented, and discussed in details. Eventually, the figures are plotted to exhibit these effects.

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Publication Date
Tue Sep 09 2014
Journal Name
Iosr Journal Of Mathematics (iosr-jm)
An Efficient Shrinkage Estimator for the Parameters of Simple Linear Regression Model
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Publication Date
Fri Aug 01 2008
Journal Name
2008 First International Conference On The Applications Of Digital Information And Web Technologies (icadiwt)
Hybrid canonical genetic algorithm and steepest descent algorithm for optimizing likelihood estimators of ARMA (1, 1) model
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This paper presents a hybrid genetic algorithm (hGA) for optimizing the maximum likelihood function ln(L(phi(1),theta(1)))of the mixed model ARMA(1,1). The presented hybrid genetic algorithm (hGA) couples two processes: the canonical genetic algorithm (cGA) composed of three main steps: selection, local recombination and mutation, with the local search algorithm represent by steepest descent algorithm (sDA) which is defined by three basic parameters: frequency, probability, and number of local search iterations. The experimental design is based on simulating the cGA, hGA, and sDA algorithms with different values of model parameters, and sample size(n). The study contains comparison among these algorithms depending on MSE value. One can conc

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Publication Date
Sat May 01 2021
Journal Name
Journal Of Physics: Conference Series
Regression shrinkage and selection variables via an adaptive elastic net model
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Abstract<p>In this paper, a new method of selection variables is presented to select some essential variables from large datasets. The new model is a modified version of the Elastic Net model. The modified Elastic Net variable selection model has been summarized in an algorithm. It is applied for Leukemia dataset that has 3051 variables (genes) and 72 samples. In reality, working with this kind of dataset is not accessible due to its large size. The modified model is compared to some standard variable selection methods. Perfect classification is achieved by applying the modified Elastic Net model because it has the best performance. All the calculations that have been done for this paper are in </p> ... Show More
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