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78 results for “Leverage”
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Research ArticleOpen accessEvery word in the titleEstimation Methods for Multicollinearity Proplem Combined with High Leverage Data PointsMoawad El-Fallah, Abd El-SallamProblem statement: Least Squares (LS) method has been the most popular method for estimating the parameters of a model due to its optimal properties and ease of computation. LS estimated regression may be seriously affected by multicollinearity which is a near linear dependency between two or more explanatory variables in the regression models. Although LS estimates are unbiased in the … …Journal of Mathematics and Statistics, Vol. 7, Issue 2 · 18 May 2011 · 7,617 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleRobust Estimations as a Remedy for Multicollinearity Caused by Multiple High Leverage PointsArezoo Bagheri, Habshah MidiProblem statement: The Least Squares (LS) method has been the most popular technique for estimating the parameters of a model due to its optimal properties and ease of computation. LS estimated regression may be seriously disturbed by multicollinearity which is a near linear dependency between two or more explanatory variables in the regression models. Even though LS estimates are unbiased … …Journal of Mathematics and Statistics, Vol. 5, Issue 4 · 31 Dec 2009 · 8,247 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleTwo-Step Robust Diagnostic Method for Identification of Multiple High Leverage PointsArezoo Bagheri, Habshah Midi, A.H.M. Rahmatullah ImonProblem statement: High leverage points are extreme outliers in the X-direction. In regression analysis, the detection of these leverage points becomes important due to their arbitrary large effects on the estimations as well as multicollinearity problems. Mahalanobis Distance (MD) has been used as a diagnostic tool for identification of outliers in multivariate analysis where it finds the distance between normal … …Journal of Mathematics and Statistics, Vol. 5, Issue 2 · 30 Jun 2009 · 8,306 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleAre There Smaller Leverage Effects in Less-Developed Markets? Evidence from an Oil Exporting CountryMosayeb Phalavani, Parinaz EzzatiProblem statement: This study uses daily data from the Tehran Stock Market (TSM) to illustrate the nature of stock market volatility in an undeveloped and young stock market. Although most studies suggest that a negative shock to stock prices will generate more volatility than a positive shock of equal magnitude but there is no evidence of asymmetric effect in TSM. … …American Journal of Applied Sciences, Vol. 7, Issue 1 · 31 Jan 2010 · 7,519 accessesView PDFCite
Research ArticleOpen accessIn the keywordsModeling the Error Term by Moving Average and Generalized Autoregressive Conditional Heteroscedasticity ProcessesAyodele Abraham Agboluaje, Suzilah bt Ismail, Chee Yin YipThis study has been able to reveal that the Combine White Noise model outperforms the existing Generalized Autoregressive Conditional Heteroscedasticity (GARCH) and Moving Average (MA) models in modeling the errors, that exhibits conditional heteroscedasticity and leverage effect. MA process cannot model the data that reveals conditional heteroscedasticity and GARCH cannot model the leverage effect also. The standardized residuals of GARCH … …American Journal of Applied Sciences, Vol. 12, Issue 11 · 20 Nov 2015 · 6,721 accessesView PDFCite
Research ArticleOpen accessIn the keywordsCapital Structure and Corporate Performance in Nigeria Petroleum Industry: Panel Data AnalysisDare Funso David, Sola OlorunfemiProblem statement: The actual impact of capital structure on corporate performance in Nigeria has been a major problem among researchers that has not been resolved. Approach: The study looks at the impact of capital structure on corporate performance in the Nigerian Petroleum Industry. Results: The study employed panel data analysis by using Fixed-effect estimation, Random-effect estimation and Maximum likelihood estimation. … …Journal of Mathematics and Statistics, Vol. 6, Issue 2 · 30 Jun 2010 · 10,336 accessesView PDFCite
Research ArticleOpen accessIn the keywordsLeast Absolute Deviation Regression and Least Squares for Modeling Retention Indices of Set Compounds Food and Pollutants of the EnvironmentFatiha Mebarki, Khadija Amirat, Salima Ali Mokhnach, Djellol MessadiConsidering the importance of the statistical analysis of regression in modeling based separately on study for Quantitative structure retention indices on Carbowax 20 M (ICw20M) and OV-101 columns (IOV-101) relationships (QSRR) are determined for 114 pyrazines. The detection of influential observations for the standard least squares regression model is a problem which has been extensively studied. Least Absolute Deviation regression … …American Journal of Applied Sciences, Vol. 14, Issue 5 · 5 Jun 2017 · 7,424 accessesView PDFCite
Research ArticleOpen accessIn the abstractForecasting Corporate Financial Distress Using Explainable Machine Learning: Implications for Risk Management TechnologyKanjana Hinthaw, Warawut NarkbunnumFinancial distress prediction is a critical task in financial risk management, yet it remains challenging due to class imbalance, complex financial structures, and limited model interpretability. This study develops an integrated machine learning framework that combines feature selection, class imbalance handling, threshold optimization, and Explainable Artificial Intelligence (XAI) to improve both predictive performance and decision-making reliability. Using a dataset of … …Journal of Computer Science, Vol. 22, Issue 7 · 22 Jul 2026 · 1,130 accessesView PDFCite
Review ArticleOpen accessIn the abstractLeveraging Artificial Intelligence and Other 4IR Technologies for Driving Education 4.0 in South Africa: A Scoping StudyEmmanuel Adetiba et al.The advent of the fourth Industrial Revolution (4IR) has impacted human life across many disciplines including healthcare, agriculture, telecommunication, manufacturing, education etc. It is characterized by cyber physical systems thus enabling automation of processes, in which devices can autonomously communicate. Some of the technologies that drive 4IR include Artificial Intelligence (AI), Internet of Things (IoT), big data, drone technology, robotics … …Journal of Computer Science, Vol. 22, Issue 7 · 9 Jul 2026 · 1,675 accessesView PDFCite
Research ArticleOpen accessIn the abstractExploring Self-Sovereign Identity Through a Digital Transcript Proof-of-ConceptNaphat Khajohn-Udomrith, Ittipon RassameerojCredential forgery presents a significant threat to the integrity of academic and employment documents. While Self-Sovereign Identity (SSI) and Verifiable Credentials (VC) offer a decentralized alternative, existing solutions often struggle to balance institutional trust with holder privacy. This paper proposes a novel, dual-layered architectural framework for digital transcripts. We implement a strategic bimodal DID approach, utilizing did:web for the issuing … …Journal of Computer Science, Vol. 22, Issue 5 · 21 May 2026 · 1,487 accessesView PDFCite