Estimation of Fixed Parameters in Negative Binomial Mixed Model Using Shrinkage Estimators
Author(s):
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:
In this paper, we consider the problem of parameter estimation in {color{blue} negative binomial mixed model} when it is suspected that some of the fixed parameters may be restricted to a subspace via linear shrinkage, {color{blue} preliminary test}, shrinkage {color{blue} preliminary test}, shrinkage, and positive shrinkage estimators along with the unrestricted maximum likelihood and restricted estimators. The random effects are considered as nuisance parameters. We conduct a Monte Carlo simulation study to evaluate the performance of each estimator in the sense of simulated relative efficiency. The results of simulation study reveal that the proposed estimation strategies perform more better than {color{blue} the} maximum likelihood method. The proposed estimators are applied to a real dataset to appraise their performance.
Keywords:
Language:
English
Published:
Journal of Data Science and Modeling, Volume:1 Issue: 2, Winter and Spring 2023
Pages:
99 to 124
https://www.magiran.com/p2525997