Liu-type estimator for the gamma regression model
Küçük Resim Yok
Tarih
2020
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Taylor & Francis Inc
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this paper, we propose a new biased estimator called Liu-type estimator in gamma regression models in the presence of collinearity. We also consider some other estimators such as ridge estimator and Liu estimator and conduct a Monte Carlo simulation study to compare the estimators under different designs of collinearity. Moreover, we provide a real data application to show the applicability of the new estimator. The simulations and real data results show that the proposed estimator outperforms better than other competitor estimators by yielding smaller mean squared error (MSE).
Açıklama
Anahtar Kelimeler
Gamma Regression, Generalized Linear Models, Liu Estimator, Liu-Type Estimator, Ridge Estimator
Kaynak
Communications In Statistics-Simulation And Computation
WoS Q Değeri
Q3
Scopus Q Değeri
Q3
Cilt
49
Sayı
8
