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

zbMATH Open1488.62117MaRDI QIDQ5157686FDOQ5157686

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

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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)

Cites Work

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• A continuum of principal component generalized linear regressions
• Principal component estimation for generalized linear regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• Title not available (Why is that?)
• Restricted Estimation of Generalized Linear Models
• Title not available (Why is that?)
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• Collinearity in generalized linear models
• Liu estimation in generalized linear models: application on gamma distributed response variable
• Generalized linear models and extensions
• On ordinary ridge regression in 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
• A restricted Liu estimator for binary regression models and its application to an applied demand system
• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• 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

Uses Software

• glm

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