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Author

T. Olatayo

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Open access Sep 2026

A New Robust LQS-NTP Estimator for Mitigating Correlated Endogenous Variables and Extreme Observations in Linear Regression Models: Theoretical Development and Applications

This study proposes a Robust Least Quantile of Squares–New Two-Parameter (LQS-NTP) estimator for addressing multicollinearity and extreme observations in linear regression models. The proposed estimator combines the high-breakdown robustness of the Least Quantile of Squares (LQS) method with the shrinkage properties of...

Adewale Abdulahi Titilola, T. Olatayo, A. Taiwo · 0 citations
Open access Sep 2026

Generalized Cook’s Distance and DFFITs for the New Biased-Based Estimator in the Presence of Multicollinearity and Outliers

Regression analysis is a powerful tool for modeling relationships between variables, but its reliability hinges on meeting key assumptions of the classical linear regression model. When multicollinearity and outliers are simultaneously present, traditional estimation techniques such as Ordinary Least Squares (OLS) beco...

Olanrewaju O. Oladiran, T. Olatayo, A. Taiwo · 0 citations

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