<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>The study proposed and compared the biased estimators for the Poisson-Inverse Gaussian regression model to deal with correlated regressors. The limitations of each biased estimator are also discussed. Additionally, some biasing parameters for the Stein estimator are proposed. The performance of estimators is evaluated with the help of a simulation study and a real-life application based on the minimum mean squared error criterion. The simulation and application findings favor the ridge estimator with specific biasing parameters because it provides less variation than others.</p>
</abstract>

The study proposed and compared the biased estimators for the Poisson-Inverse Gaussian regression model to deal with correlated regressors. The limitations of each biased estimator are also discussed. Additionally, some biasing parameters for the Stein estimator are proposed. The performance of estimators is evaluated with the help of a simulation study and a real-life application based on the minimum mean squared error criterion. The simulation and application findings favor the ridge estimator with specific biasing parameters because it provides less variation than others.

Performance of Alternative Estimators in the Poisson-Inverse Gaussian Regression Model: Simulation and Application

Applied Mathematics and Nonlinear Sciences

This work is licensed under the Creative Commons Attribution 4.0 International License.

The study proposed and compared the biased estimators for the Poisson-Inverse Gaussian regression model to deal with correlated regressors. The limitations of...

Performance of Alternative Estimators in the Poisson-Inverse Gaussian Regression Model: Simulation and Application

Publié en ligne: 20 juin 2024

Pages: -

Reçu: 15 févr. 2024

Accepté: 07 mai 2024

DOI: https://doi.org/10.2478/amns-2024-1493

Mots clés
Count data, Liu estimator, Maximum likelihood estimator, Multicollinearity, Poisson-Inverse Gaussian Regression, Overdispersion, Ridge estimator, Stein estimator

© 2024 Bushra Ashraf et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Performance of Alternative Estimators in the Poisson-Inverse Gaussian Regression Model: Simulation and Application

Publié en ligne: 20 juin 2024

Pages: -

Reçu: 15 févr. 2024

Accepté: 07 mai 2024

DOI: https://doi.org/10.2478/amns-2024-1493

Mots clésCount data, Liu estimator, Maximum likelihood estimator, Multicollinearity, Poisson-Inverse Gaussian Regression, Overdispersion, Ridge estimator, Stein estimator

© 2024 Bushra Ashraf et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Mots clés
Count data, Liu estimator, Maximum likelihood estimator, Multicollinearity, Poisson-Inverse Gaussian Regression, Overdispersion, Ridge estimator, Stein estimator