A Jackknifed estimators for the negative binomial regression model

被引:8
|
作者
Turkan, Semra [1 ]
Ozel, Gamze [1 ]
机构
[1] Hacettepe Univ, Dept Stat, Ankara, Turkey
关键词
Jackknifed estimators; Maximum likelihood; MSE; Negative binomial regression; Ridge regression; Simulation; RIDGE-REGRESSION;
D O I
10.1080/03610918.2017.1327069
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Shrinkage estimator is a commonly applied solution to the general problem caused by multicollinearity. Recently, the ridge regression (RR) estimators for estimating the ridge parameter k in the negative binomial (NB) regression have been proposed. The Jackknifed estimators are obtained to remedy the multicollinearity and reduce the bias. A simulation study is provided to evaluate the performance of estimators. Both mean squared error (MSE) and the percentage relative error (PRE) are considered as the performance criteria. The simulated result indicated that some of proposed Jackknifed estimators should be preferred to the ML method and ridge estimators to reduce MSE and bias.
引用
收藏
页码:1845 / 1865
页数:21
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