arXiv subjects

Manickavasagar Kayanan

Publications and source records attributed to Manickavasagar Kayanan.

3 recordsLinked to original sources

arXiv2024

Improved LARS algorithm for adaptive LASSO in the linear regression model

The adaptive LASSO has been used for consistent variable selection in place of LASSO in the linear regression model. In this article, we propose a modified LARS algorithm to combine adaptive LASSO with some biased estimators, namely the Almost Unbiased Ridge Estimator (AURE), Liu Estimator (LE), Almost Unbiased Liu Estimator (AULE), Principal Component Regression Estimator (PCRE), r-k class estimator, and r-d class estimator. Furthermore, we examine the performance of the proposed algorithm using a Monte Carlo simulation study and real-world examples.

stat.ME↗

arXiv2019

Optimal estimators in misspecified linear regression model with an application to real-world data

In this article, we propose the Sample Information Optimal Estimator (SIOE) and the Stochastic Restricted Optimal Estimator (SROE) for misspecified linear regression model when multicollinearity exists among explanatory variables. Further, we obtain the superiority conditions of proposed estimators over some other existing estimators in the Mean Square Error Matrix (MSEM) criterion in a standard form which can apply to all estimators considered in this study. Finally, a real world example and a Monte Carlo simulation study are presented for the proposed estimators to illustrate the theoretical results.

math.ST↗

arXiv2018

Stochastic Restricted Biased Estimators in misspecified regression model with incomplete prior information

In this article, the analysis of misspecification was extended to the recently introduced stochastic restricted biased estimators when multicollinearity exists among the explanatory variables. The Stochastic Restricted Ridge Estimator (SRRE), Stochastic Restricted Almost Unbiased Ridge Estimator (SRAURE), Stochastic Restricted Liu Estimator (SRLE), Stochastic Restricted Almost Unbiased Liu Estimator (SRAULE), Stochastic Restricted Principal Component Regression Estimator (SRPCR), Stochastic Restricted r-k class estimator (SRrk) and Stochastic Restricted r-d class estimator (SRrd) were examined in the misspecified regression model due to missing relevant explanatory variables when incomplete prior information of the regression coefficients is available. Further, the superiority conditions between estimators and their respective predictors were obtained in the mean square error matrix (MSEM) sense. Finally, a numerical example and a Monte Carlo simulation study were used to illustrate the theoretical findings.

math.ST↗