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


Creative Commons License

KURTOĞLU F. , Ozkale M. R.

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, cilt.48, ss.1250-1276, 2019 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 48 Konu: 4
  • Basım Tarihi: 2019
  • Doi Numarası: 10.15672/hjms.2018.624
  • Dergi Adı: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Sayfa Sayısı: ss.1250-1276

Özet

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.