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

MaRDI QIDQ5157686zbMATH OpenFDO

Authors Fikriye Kurtoğlu, M. Revan Özkale

Publication date 19 October 2021

Full work available at URL https://dergipark.org.tr/en/pub/hujms/issue/47862/604515

zbMATH Keywords

Poisson distributiongeneralized linear modelsmulticollinearitymean squared errorgamma distributionrestricted Liu estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Recommendations

• Liu estimation in generalized linear models: application on gamma distributed response variable
• On the restricted Liu estimator in the logistic regression model
• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• scientific article; zbMATH DE number 5733404
• The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses

Cites work

• scientific article; zbMATH DE number 5281111 (Why is no real title available?)
• scientific article; zbMATH DE number 3753890 (Why is no real title available?)
• scientific article; zbMATH DE number 193125 (Why is no real title available?)
• scientific article; zbMATH DE number 3477343 (Why is no real title available?)
• scientific article; zbMATH DE number 3578234 (Why is no real title available?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A continuum of principal component generalized linear regressions
• A new class of blased estimate in linear regression
• Collinearity in generalized linear models
• Generalized linear models and extensions
• Liu estimation in generalized linear models: application on gamma distributed response variable
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• On ordinary ridge regression in generalized linear models
• Principal component estimation for generalized linear regression
• Restricted Estimation of Generalized Linear Models
• The relative efficiency of the restricted estimators in linear regression models

Cited in

(5)

• Liu estimation in generalized linear models: application on gamma distributed response variable
• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• A restricted Liu estimator for binary regression models and its application to an applied demand system
• The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses
• The stochastic restricted ridge estimator in generalized linear models

Describes a project that uses

Uses Software

• glm

This page was built for publication: Restricted Liu estimator in generalized linear models: Monte Carlo simulation studies on gamma and Poisson distributed responses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5157686)