In the linear regression model, multicollinearity effects on ordinary least squares (OLS) estimator performance make it inefficient. To solve this, several estimators are given. The Kibria-Lukman (KL) is a recent that has been proposed to problem. this paper, generalized version of KL proposed, along with optimal biasing parameter our derived by minimizing scalar mean squared error. Theoretical...

Salah satu hal penting dalam analisis statistik adalah prosedur estimasi suatu fungsi padat peluang yang biasa disebut densitas. Ada dua metode pendekatan biasanya digunakan, yaitu parameter terkait dengan asumsi distribusi tertentu dan densitas secara non parametrik. Metode parametrik sering kita jumpai histogram.
 Beberapa kelemahan histogram menjadi acuan untuk dikembangkannya lain kern...

the gastric cancer in iran is the fourth in the general population. this study was designed to determine the five-year survival rate of gastric cancer patients, and to assess its associated factors. we analyzed the data using a time-dependent covariates model, and recommend it for analyses of similar data. 281 gastric cancer patients with adenocarcinomatous pathology who had been operated on at...

Numerical oscillation of the total energy can be observed when the KohnSham equation is solved by real-space methods to simulate the translational move of an electronic system. Effectively remove or reduce the unphysical oscillation is crucial not only for the optimization of the geometry of the electronic structure such as molecules, but also for the study of molecular dynamics. In this paper,...

This paper investigates the long-run and short-run linkages between insurance activity and banking credit for G-7 countries. To minimize the pretest bias and overcome the structural changes, we adopt the bootstrap Granger causality test applied to full sample and subsamples with a fixed window size. The Johansen cointegration test with GMM-IV estimator finds a long-run positive relation between...

Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. The MIT Faculty has made this article openly available. Please share how this access benefits you. Your story matters. We develop and demonstrate an acceleration of the Liu and Tegmark quadratic estimator formalism for inverse varianc...