Liu estimation in generalized linear models: application on gamma distributed response variable

DOI10.1007/s00362-016-0814-3zbMath1416.62427OpenAlexW2478883110MaRDI QIDQ2374426

M. Revan Özkale, Fikriye Kurtoğlu

Publication date: 15 December 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0814-3

zbMATH Keywords

mean squared errormulticollinearitygeneralized linear modelLiu estimator

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Related Items (24)

Modified ridge-type estimator for the gamma regression model ⋮ On the Liu estimator in the beta and Kumaraswamy regression models: A comparative study ⋮ A new biased estimation method in tobit regression: theory and application ⋮ New shrinkage parameters for the inverse Gaussian Liu regression ⋮ Modified ridge parameter estimators for log-gamma model: Monte Carlo evidence with a graphical investigation ⋮ Liu-type estimator for the gamma regression model ⋮ Almost unbiased Liu-type estimators in gamma regression model ⋮ On the performance of some biased estimators in the gamma regression model: simulation and applications ⋮ Generalized two-parameter estimators in the multinomial logit regression model: methods, simulation and application ⋮ Developed first-order approximated estimators for the gamma distributed response variable ⋮ On the generalized biased estimators for the gamma regression model: methods and applications ⋮ The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses ⋮ Modified ridge-type estimator for the inverse Gaussian regression model ⋮ A new biased estimator for the gamma regression model: Some applications in medical sciences ⋮ A new Liu-type estimator for the Inverse Gaussian Regression Model ⋮ Inverse Gaussian Liu-type estimator ⋮ Analytic solutions for locally optimal designs for gamma models having linear predictors without intercept ⋮ The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses ⋮ Unnamed Item ⋮ On the performance of some new Liu parameters for the gamma regression model ⋮ The stochastic restricted ridge estimator in generalized linear models ⋮ Performance of some ridge estimators for the gamma regression model ⋮ Unnamed Item ⋮ Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm

Uses Software

• R
• ggplot2
• Stata
• glm

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Linear Model Methodology
• Collinearity in generalized linear models
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• On ordinary ridge regression in generalized linear models
• A new class of blased estimate in linear regression
• Restricted Estimation of Generalized Linear Models
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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