A further prediction method in linear mixed models: Liu prediction

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dc.contributor.authorOzkale, M. Revan
dc.contributor.authorKuran, Ozge
dc.date.accessioned2024-04-24T16:24:35Z
dc.date.available2024-04-24T16:24:35Z
dc.date.issued2020
dc.departmentDicle Üniversitesien_US
dc.description.abstractWe propose the Liu estimator and the Liu predictor via the penalized log-likelihood approach in linear mixed models when multicollinearity is present. The necessary and sufficient conditions for the superiority of the Liu predictor over the best linear unbiased predictor and the ridge predictor of linear combinations of fixed and random effects in the sense of matrix and scalar mean square errors are examined. Furthermore, the selection of the Liu biasing parameter is given and the findings are illustrated with both a real data set and a simulation study. The study show that the Liu estimator and predictor outperform the ridge estimator and predictor and the blue and blup in the sense of mean square error for large degree of correlation and the degree of supremacy of the Liu estimator and predictor over the ridge estimator and predictor and the blue and blup increase as the Liu biasing parameter decreases.en_US
dc.description.sponsorshipResearch Fund of Cukurova University [FDK-2015-3968]en_US
dc.description.sponsorshipThis research was supported by Research Fund of Cukurova University under Project Number FDK-2015-3968.en_US
dc.identifier.doi10.1080/03610918.2018.1535071
dc.identifier.endpage3195en_US
dc.identifier.issn0361-0918
dc.identifier.issn1532-4141
dc.identifier.issue12en_US
dc.identifier.scopus2-s2.0-85059465100
dc.identifier.scopusqualityQ2
dc.identifier.startpage3171en_US
dc.identifier.urihttps://doi.org/10.1080/03610918.2018.1535071
dc.identifier.urihttps://hdl.handle.net/11468/16779
dc.identifier.volume49en_US
dc.identifier.wosWOS:000497218900001
dc.identifier.wosqualityQ4
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoenen_US
dc.publisherTaylor & Francis Incen_US
dc.relation.ispartofCommunications in Statistics-Simulation and Computation
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectMulticollinearityen_US
dc.subjectPenalized Log-Likelihood Approachen_US
dc.subjectLiu Estimatoren_US
dc.subjectLiu Predictoren_US
dc.subjectRisk Comparisonsen_US
dc.titleA further prediction method in linear mixed models: Liu predictionen_US
dc.titleA further prediction method in linear mixed models: Liu prediction
dc.typeArticleen_US

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