Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors
In the linear regression models with AR (1) error structure when collinearity exists, stochastic linear restrictions or modifications of biased estimators (including Liu estimators) can be used to reduce the estimated variance of the regression coefficients estimates. In this paper, the combination...
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| Format: | Article |
| Language: | English |
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University of Tehran
2019-07-01
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| Series: | Journal of Sciences, Islamic Republic of Iran |
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| Online Access: | https://jsciences.ut.ac.ir/article_71760_85030dff5e3f5a47965027bfddd9f1c1.pdf |
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| author | Hoda Mohammadi Abdolrahman Rasekh |
| author_facet | Hoda Mohammadi Abdolrahman Rasekh |
| author_sort | Hoda Mohammadi |
| collection | DOAJ |
| description | In the linear regression models with AR (1) error structure when collinearity exists, stochastic linear restrictions or modifications of biased estimators (including Liu estimators) can be used to reduce the estimated variance of the regression coefficients estimates. In this paper, the combination of the biased Liu estimator and stochastic linear restrictions estimator is considered to overcome the effect of collinearity on the estimated coefficients. In addition, the deletion formulas for the detection of influential observations are presented for the proposed estimator. Finally, a simulation study and numerical example have been conducted to show the superiority of the proposed procedures. |
| format | Article |
| id | doaj-art-7f8c0af30b8d4fda991f45f771889273 |
| institution | OA Journals |
| issn | 1016-1104 2345-6914 |
| language | English |
| publishDate | 2019-07-01 |
| publisher | University of Tehran |
| record_format | Article |
| series | Journal of Sciences, Islamic Republic of Iran |
| spelling | doaj-art-7f8c0af30b8d4fda991f45f7718892732025-08-20T02:25:54ZengUniversity of TehranJournal of Sciences, Islamic Republic of Iran1016-11042345-69142019-07-0130327128510.22059/jsciences.2019.275988.100737571760Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) ErrorsHoda Mohammadi0Abdolrahman Rasekh1Department of Statistics, Faculty of Mathematics and Computer Sciences, Shahid Chamran University of Ahvaz, Ahvaz, Islamic Republic of IranDepartment of Statistics, Shahid Chamran University of AhvazIn the linear regression models with AR (1) error structure when collinearity exists, stochastic linear restrictions or modifications of biased estimators (including Liu estimators) can be used to reduce the estimated variance of the regression coefficients estimates. In this paper, the combination of the biased Liu estimator and stochastic linear restrictions estimator is considered to overcome the effect of collinearity on the estimated coefficients. In addition, the deletion formulas for the detection of influential observations are presented for the proposed estimator. Finally, a simulation study and numerical example have been conducted to show the superiority of the proposed procedures.https://jsciences.ut.ac.ir/article_71760_85030dff5e3f5a47965027bfddd9f1c1.pdfliu estimatorlinear stochastic restrictionscollinearityautocorrelated errorinfluence analysis |
| spellingShingle | Hoda Mohammadi Abdolrahman Rasekh Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors Journal of Sciences, Islamic Republic of Iran liu estimator linear stochastic restrictions collinearity autocorrelated error influence analysis |
| title | Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors |
| title_full | Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors |
| title_fullStr | Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors |
| title_full_unstemmed | Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors |
| title_short | Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors |
| title_sort | liu estimates and influence analysis in regression models with stochastic linear restrictions and ar 1 errors |
| topic | liu estimator linear stochastic restrictions collinearity autocorrelated error influence analysis |
| url | https://jsciences.ut.ac.ir/article_71760_85030dff5e3f5a47965027bfddd9f1c1.pdf |
| work_keys_str_mv | AT hodamohammadi liuestimatesandinfluenceanalysisinregressionmodelswithstochasticlinearrestrictionsandar1errors AT abdolrahmanrasekh liuestimatesandinfluenceanalysisinregressionmodelswithstochasticlinearrestrictionsandar1errors |