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, cilt.48, sa.4, ss.1250-1276, 2019 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 48 Sayı: 4
  • Basım Tarihi: 2019
  • Doi Numarası: 10.15672/hjms.2018.624
  • Dergi Adı: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, TR DİZİN (ULAKBİM)
  • Sayfa Sayıları: ss.1250-1276
  • Anahtar Kelimeler: Restricted Liu estimation, Multicollinearity, Generalized linear models, Mean squared error, Gamma distribution, Poisson distribution, REGRESSION
  • Çukurova Üniversitesi Adresli: Evet

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.