Inverse Gaussian Liu-type estimator

Bulut Y. M.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.52, sa.10, ss.4864-4879, 2023 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 52 Sayı: 10
  • Basım Tarihi: 2023
  • Doi Numarası: 10.1080/03610918.2021.1971243
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Computer & Applied Sciences, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
  • Sayfa Sayıları: ss.4864-4879
  • Anahtar Kelimeler: Inverse Gaussian regression model, Liu-type estimator, Maximum likelihood, Monte Carlo simulation, MSE, Multicollinearity, RIDGE-REGRESSION, PERFORMANCE, PARAMETERS, MODEL
  • Eskişehir Osmangazi Üniversitesi Adresli: Evet

Özet

The inverse Gaussian regression (IGR) model parameters are generally estimated using the maximum likelihood (ML) estimation method. Since the multicollinearity problem exists among the explanatory variables, the ML estimation method becomes inflated. When the multicollinearity problem occurs, biased estimators can be used to estimate the parameters of the model. One of the most widely used biased estimators is the Liu-type estimator. In this study, we extend the Liu-type estimator for the IGR model. The proposed estimator is compared with the Ridge and Liu estimators defined for the IGR model in terms of the mean squared error (MSE) criterion. Also, a real data example is presented to illustrate the superiority of the proposed estimator. Experimental results show that the Liu-type estimator outperforms the Ridge and Liu estimators when multicollinearity exists.