A new Poisson Liu Regression Estimator : method and application

© 2019 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group.

Bibliographische Detailangaben
Veröffentlicht in:Journal of applied statistics. - 1991. - 47(2020), 12 vom: 30., Seite 2258-2271
1. Verfasser: Qasim, Muhammad (VerfasserIn)
Weitere Verfasser: Kibria, B M G, Månsson, Kristofer, Sjölander, Pär
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2020
Zugriff auf das übergeordnete Werk:Journal of applied statistics
Schlagworte:Journal Article Liu estimator MLE MSE Poisson regression shrinkage estimators simulation study
LEADER 01000naa a22002652 4500
001 NLM342282239
003 DE-627
005 20231226013737.0
007 cr uuu---uuuuu
008 231226s2020 xx |||||o 00| ||eng c
024 7 |a 10.1080/02664763.2019.1707485  |2 doi 
028 5 2 |a pubmed24n1140.xml 
035 |a (DE-627)NLM342282239 
035 |a (NLM)35706835 
040 |a DE-627  |b ger  |c DE-627  |e rakwb 
041 |a eng 
100 1 |a Qasim, Muhammad  |e verfasserin  |4 aut 
245 1 2 |a A new Poisson Liu Regression Estimator  |b method and application 
264 1 |c 2020 
336 |a Text  |b txt  |2 rdacontent 
337 |a ƒaComputermedien  |b c  |2 rdamedia 
338 |a ƒa Online-Ressource  |b cr  |2 rdacarrier 
500 |a Date Revised 16.06.2022 
500 |a published: Electronic-eCollection 
500 |a Citation Status PubMed-not-MEDLINE 
520 |a © 2019 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. 
520 |a This paper considers the estimation of parameters for the Poisson regression model in the presence of high, but imperfect multicollinearity. To mitigate this problem, we suggest using the Poisson Liu Regression Estimator (PLRE) and propose some new approaches to estimate this shrinkage parameter. The small sample statistical properties of these estimators are systematically scrutinized using Monte Carlo simulations. To evaluate the performance of these estimators, we assess the Mean Square Errors (MSE) and the Mean Absolute Percentage Errors (MAPE). The simulation results clearly illustrate the benefit of the methods of estimating these types of shrinkage parameters in finite samples. Finally, we illustrate the empirical relevance of our newly proposed methods using an empirically relevant application. Thus, in summary, via simulations of empirically relevant parameter values, and by a standard empirical application, it is clearly demonstrated that our technique exhibits more precise estimators, compared to traditional techniques - at least when multicollinearity exist among the regressors 
650 4 |a Journal Article 
650 4 |a Liu estimator 
650 4 |a MLE 
650 4 |a MSE 
650 4 |a Poisson regression 
650 4 |a shrinkage estimators 
650 4 |a simulation study 
700 1 |a Kibria, B M G  |e verfasserin  |4 aut 
700 1 |a Månsson, Kristofer  |e verfasserin  |4 aut 
700 1 |a Sjölander, Pär  |e verfasserin  |4 aut 
773 0 8 |i Enthalten in  |t Journal of applied statistics  |d 1991  |g 47(2020), 12 vom: 30., Seite 2258-2271  |w (DE-627)NLM098188178  |x 0266-4763  |7 nnns 
773 1 8 |g volume:47  |g year:2020  |g number:12  |g day:30  |g pages:2258-2271 
856 4 0 |u http://dx.doi.org/10.1080/02664763.2019.1707485  |3 Volltext 
912 |a GBV_USEFLAG_A 
912 |a SYSFLAG_A 
912 |a GBV_NLM 
912 |a GBV_ILN_350 
951 |a AR 
952 |d 47  |j 2020  |e 12  |b 30  |h 2258-2271