Restricted Liu estimator in generalized linear models: Monte Carlo simulation studies on gamma and Poisson distributed responses

Authors : Fikriye KURTOĞLU, M Revan ÖZKALE

Pages : 1250-1276

View : 25 | Download : 13

Publication Date : 2019-08-08

Article Type : Research Paper

Abstract :In this study, we introduce iterative restricted Liu estimator to combat multicollinearity in generalized linear models. We also obtain necessary and sufficient conditions for the superiority of the first-order approximated restricted Liu estimator over the first-order approximated maximum likelihood and Liu estimators by the approximated mean squared error criterion. The results are illustrated by conducting simulation studies and numerical examples.
Keywords : Restricted Liu estimation, Multicollinearity, Generalized linear models, Mean squared error, Gamma distribution, Poisson distribution