Restricted Liu estimator in generalized linear models: Monte Carlo simulation studies on gamma and Poisson distributed responses

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KURTOĞLU F., Ozkale M. R.

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, vol.48, no.4, pp.1250-1276, 2019 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 48 Issue: 4
  • Publication Date: 2019
  • Doi Number: 10.15672/hjms.2018.624
  • Journal Name: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus, TR DİZİN (ULAKBİM)
  • Page Numbers: pp.1250-1276
  • Keywords: Restricted Liu estimation, Multicollinearity, Generalized linear models, Mean squared error, Gamma distribution, Poisson distribution, REGRESSION
  • Çukurova University Affiliated: Yes

Abstract

In this study, we introduce iterative restricted Liu estimator to combat multicollinearity in generalized linear models. We also obtain necessary and sufficient conditions for the superiority of the first-order approximated restricted Liu estimator over the first-order approximated maximum likelihood and Liu estimators by the approximated mean squared error criterion. The results are illustrated by conducting simulation studies and numerical examples.