Liu-Type estimator in gamma regression model based on (r-(k-d)) class estimator

Author(s):

Ahmed Mutlag Algboory , Zakariya Yahya Algamal

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

It is known that when the multicollinearity exists in the gamma regression model, the variance of maximum likelihood estimator is unstable and high. In this article, a new Liu-type estimator based on (r-(k-d)) class estimator in gamma regression model is proposed. The performance of the proposed estimator is studied and comparisons are done with others. Depending on the simulation and real data results in the sense of mean squared error, the proposed estimator is superior to the other estimators.

Keywords:

Liu-type estimator , gamma regression model , (r-(k-d)) class estimator , (r -- d) class estimator , (r -- k) class estimator , (k -- d) class estimator

Language:
English
Published:
International Journal Of Nonlinear Analysis And Applications, Volume:13 Issue: 1, Winter-Spring 2022
Pages:
2455 to 2465
https://www.magiran.com/p2367209