On the performance of the poisson and the negative binomial ridge predictors


KAÇIRANLAR S. , Dawoud I.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, vol.47, no.6, pp.1751-1770, 2018 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 47 Issue: 6
  • Publication Date: 2018
  • Doi Number: 10.1080/03610918.2017.1324978
  • Title of Journal : COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Page Numbers: pp.1751-1770

Abstract

Mansson and Shukur (2011) investigated the performance of the Poisson ridge regression (PRR) estimator in terms of the mean square error (MSE) criterion. Similarly, Mansson (2012) investigated the performance of the Negative binomial ridge regression (NBRR) according to the MSE criterion. But there is no any analysis of the predictive performance of the PRR and NBRR estimators. Therefore, we define the PRR and the NBRR predictors to evaluate their predictive performances according to the prediction mean squared error under the target function. The Monte Carlo simulations and the real life numerical example are conducted to investigate the defined predictors' performance.