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  • 标题:Improved Liu Estimators for the Poisson Regression Model
  • 本地全文:下载
  • 作者:Kristofer Mansson ; B. M. Golam Kibria ; Par Sjolander
  • 期刊名称:International Journal of Statistics and Probability
  • 印刷版ISSN:1927-7032
  • 电子版ISSN:1927-7040
  • 出版年度:2012
  • 卷号:1
  • 期号:1
  • 页码:2
  • DOI:10.5539/ijsp.v1n1p2
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    A new shrinkage estimator for the Poisson model is introduced in this paper. This method is a generalization of the Liu (1993) estimator originally developed for the linear regression model and will be generalized here to be used instead of the classical maximum likelihood (ML) method in the presence of multicollinearity since the mean squared error (MSE) of ML becomes inflated in that situation. Furthermore, this paper derives the optimal value of the shrinkage parameter and based on this value some methods of how the shrinkage parameter should be estimated are suggested. Using Monte Carlo simulation where the MSE and mean absolute error (MAE) are calculated it is shown that when the Liu estimator is applied with these proposed estimators of the shrinkage parameter it always outperforms the ML.

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