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A simulation study ...
A simulation study of some biasing parameters for the ridge type estimation of Poisson regression
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- Kibria, B. M. Golam (författare)
- Department of Mathematics and Statistics, Florida International University, Miami, Florida, USA
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- Shukur, Ghazi (författare)
- Linnéuniversitetet,Jönköping University,IHH, Statistik,Institutionen för nationalekonomi och statistik (NS),Statistik
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- Månsson, Kristofer (författare)
- Jönköping University,IHH, Statistik,Internationella Handelshögskolan i Jönköping
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(creator_code:org_t)
- 2014-01-17
- 2015
- Engelska.
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Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 44:4, s. 943-957
- Relaterad länk:
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- This paper proposes several estimators for estimating the ridge parameter k based for Poisson ridge regression (RR) model. These estimators have been evaluated by means of Monte Carlo simulations. As performance criteria, we have calculated the mean squared error (MSE), the mean value and the standard deviation of k. The first criterion is commonly used, while the other two have never been used when analyzing Poisson RR. However, these performance criterion are very informative because, if several estimators have an equal estimated MSE then those with low average value and standard deviation of k should be preferred. Based on the simulated results we may recommend some biasing parameters which may be useful for the practitioners in the field of health, social and physical sciences.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
- SAMHÄLLSVETENSKAP -- Ekonomi och näringsliv (hsv//swe)
- SOCIAL SCIENCES -- Economics and Business (hsv//eng)
Nyckelord
- Estimation
- MSE
- Multicollinearity
- Poisson
- Ridge regression
- Simulation
- Primary 62J07
- Secondary 62F10
- Statistics/Econometrics
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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