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Liu-type estimator for the gamma regression model
Journal article

Liu-type estimator for the gamma regression model

Abstract

In this paper, we propose a new biased estimator called Liu-type estimator in gamma regression models in the presence of collinearity. We also consider some other estimators such as ridge estimator and Liu estimator and conduct a Monte Carlo simulation study to compare the estimators under different designs of collinearity. Moreover, we provide a real data application to show the applicability of the new estimator. The simulations and real data results show that the proposed estimator outperforms better than other competitor estimators by yielding smaller mean squared error (MSE).

Authors

Algamal ZY; Asar Y

Journal

Communications in Statistics - Simulation and Computation, Vol. 49, No. 8, pp. 2035–2048

Publisher

Taylor & Francis

Publication Date

August 2, 2020

DOI

10.1080/03610918.2018.1510525

ISSN

0361-0918

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