Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Estimating the Unrestricted and Restricted Liu Estimators for the Poisson Regression Model: Method and Application
Jönköping University, Jönköping International Business School, JIBS, Statistics.ORCID iD: 0000-0002-4535-3630
Department of Mathematics and Statistics, Florida International University, Miami, FL, United States.
2021 (English)In: Computational Economics, ISSN 0927-7099, E-ISSN 1572-9974, Vol. 58, p. 311-326Article in journal (Refereed) Published
Abstract [en]

This paper considers both unrestricted and restricted Liu estimators in the presence of multicollinearity for the Poisson regression model. It also considers some new estimators of the shrinkage parameter for both unrestricted and restricted Liu estimators. Based on a simulation study and its empirical application, we found that the restricted estimator outperforms the unrestricted one. Further, the restricted Liu estimator also outperforms both the unrestricted Liu and restricted Liu estimators.Hence, this new method is a preferred option when the coefficient vector β may belong to a linear sub-space defined by Rβ = r.

Place, publisher, year, edition, pages
Springer, 2021. Vol. 58, p. 311-326
Keywords [en]
Liu estimator, Maximum likelihood, Monte Carlo simulations, MSE, Multicollinearity, Poisson regression, Restricted estimator
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:hj:diva-50574DOI: 10.1007/s10614-020-10028-yISI: 000564953000002Scopus ID: 2-s2.0-85089867519Local ID: HOA;intsam;1465034OAI: oai:DiVA.org:hj-50574DiVA, id: diva2:1465034
Available from: 2020-09-08 Created: 2020-09-08 Last updated: 2021-12-19Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Authority records

Månsson, Kristofer

Search in DiVA

By author/editor
Månsson, Kristofer
By organisation
JIBS, Statistics
In the same journal
Computational Economics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 131 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf