A nonparametric test based on bootstrap for detecting multicollinearity is proposed: MTest. This gives statistical support to two of the most famous methods in applied work: Klein’s rule and Variance Inflation Factor (VIF essential multicollinearity). As part procedure, MTest generates a distribution coefficient determination which: i) lets researcher assess by setting significance "alfa", or m...

The ordinary least square (OLS) estimator is the Best Linear Unbiased Estimator (BLUE) when all linear regression model assumptions are valid. OLS estimator, however, becomes inefficient in presence of multicollinearity. Various one and two-parameter estimators have been proposed to circumvent problem This paper presents a new twoparameter called Liu-Kibria Lukman (LKL) estimator. compared theo...

The current trend in genome-wide association studies is to identify regions where the true disease-causing genes may lie by evaluating thousands of single-nucleotide polymorphisms (SNPs) across the whole genome. However, many challenges exist in detecting disease-causing genes among the thousands of SNPs. Examples include multicollinearity and multiple testing issues, especially when a large nu...