Liu-type estimator for the gamma regression model

In this paper, we propose a new biased estimator called Liu-type estimator in gamma regression models in the presence of collinearity. We also consider some other estimators such as ridge estimator and Liu estimator and conduct a Monte Carlo simulation study to compare the estimators under different...

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Bibliographic Details

Published in:	Communications in statistics. Simulation and computation Vol. 49; no. 8; pp. 2035 - 2048
Main Authors:	Algamal, Zakariya Yahya, Asar, Yasin
Format:	Journal Article
Language:	English
Published:	Philadelphia Taylor & Francis 02-08-2020 Taylor & Francis Ltd
Subjects:	Collinearity Computer simulation Estimators Gamma regression Generalized linear models Liu estimator Liu-type estimator Monte Carlo simulation Regression models ridge estimator
Online Access:	Get full text
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