Some modified kibria-lukman estimators for the gamma regression model
Author
Source
Scientific Journal for Commerce and Finance
Issue
Vol. 42, Issue 2 (30 Jun. 2022), pp.106-129, 24 p.
Publisher
Tanta University Faculty of Commerce
Publication Date
2022-06-30
Country of Publication
Egypt
No. of Pages
24
Main Subjects
Topics
Abstract EN
This paper aims to propose the gamma modified Kibria-Lukman estimator according to some selected formulas of the shrinkage parameter in order to overcome the effect of the multicollinearity problem in the gamma regression model.
the properties of the proposed estimator and the conditions of its superiority against the maximum likelihood estimator, gamma ridge estimator, and gamma Kibria-Lukman estimator based on the matrix of mean squared error criterion are presented.
in addition, some selected formulas for the shrinkage parameter are used to improve the results of estimation.
moreover, a Monte Carlo simulation experiment and an application are implemented to assess the performance of the proposed estimator according to some selected formulas of the shrinkage parameter compared with other existing estimators by the scalar mean squared error criterion.
the results confirm that the proposed estimator, the gamma modified Kibria-Lukman estimator is preferred over other existing estimators in terms of scalar mean squared error.
American Psychological Association (APA)
Yahia, Inas Jawdat. 2022. Some modified kibria-lukman estimators for the gamma regression model. Scientific Journal for Commerce and Finance،Vol. 42, no. 2, pp.106-129.
https://search.emarefa.net/detail/BIM-1391816
Modern Language Association (MLA)
Yahia, Inas Jawdat. Some modified kibria-lukman estimators for the gamma regression model. Scientific Journal for Commerce and Finance Vol. 42, no. 2 (Jun. 2022), pp.106-129.
https://search.emarefa.net/detail/BIM-1391816
American Medical Association (AMA)
Yahia, Inas Jawdat. Some modified kibria-lukman estimators for the gamma regression model. Scientific Journal for Commerce and Finance. 2022. Vol. 42, no. 2, pp.106-129.
https://search.emarefa.net/detail/BIM-1391816
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references: p. 126-129
Record ID
BIM-1391816