Jackknifing K-L estimator in generalized linear models

Document Type : Research Paper


1 Department of Economics, College of Administration and Economics, University of Anbar, Anbar, Iraq

2 Department of Statistics and Informatics, University of Mosul, Mosul, Iraq


It is a challenge in the real application when modelling the relationship between the response variable and several explanatory variables when the existence of collinearity. Traditionally, in order to avoid this issue, several shrinkage estimators are proposed. Among them is the Kibria and Lukman estimator (K-L). In this study, a jackknifed version of the K-L estimator is proposed in the generalized linear model that combines the Jackknife procedure with the K-L estimator to reduce the biasedness. Our Monte Carlo simulation results and the real data application related to the inverse Gaussian regression model suggest that the proposed estimator can bring significant improvement relative to other competitor estimators, in terms of absolute bias and mean squared error.


Volume 12, Special Issue
January 2021
Pages 2093-2104
  • Receive Date: 02 October 2022
  • Revise Date: 05 November 2022
  • Accept Date: 09 December 2022
  • First Publish Date: 09 December 2022