Yıl: 2021 Cilt: 50 Sayı: 2 Sayfa Aralığı: 594 - 611 Metin Dili: İngilizce DOI: 10.15672/hujms.715206 İndeks Tarihi: 29-07-2022

The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses

Öz:
Multicollinearity is considered to be a significant problem in the estimation of parameters not only in general linear models, but also in generalized linear models (GLMs). Thus, in order to alleviate the serious effects of multicollinearity a new estimator is proposed by combining the ridge and PCR estimators in GLMs. This new estimator is called the r-k class estimator in GLMs. The various comparisons of the new estimator are made with already existing estimators in the literature, which are maximum likelihood (ML) estimator, ridge and PCR estimators, respectively. The comparisons are to be made in terms of scalar MSE criterion. So that, a numerical example and application through simulation are mentioned in the study for Poisson and Gamma response variables, respectively. On the basis of results it is found that, the proposed estimator outperforms all of its competitors comprehensively.
Anahtar Kelime: r-k class estimator Poisson data ridge estimator Gamma reduction rate maximum likelihood estimator principal component regression

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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APA ABBASI A, Özkale M (2021). The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses. , 594 - 611. 10.15672/hujms.715206
Chicago ABBASI ATIF,Özkale M.Revan The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses. (2021): 594 - 611. 10.15672/hujms.715206
MLA ABBASI ATIF,Özkale M.Revan The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses. , 2021, ss.594 - 611. 10.15672/hujms.715206
AMA ABBASI A,Özkale M The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses. . 2021; 594 - 611. 10.15672/hujms.715206
Vancouver ABBASI A,Özkale M The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses. . 2021; 594 - 611. 10.15672/hujms.715206
IEEE ABBASI A,Özkale M "The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses." , ss.594 - 611, 2021. 10.15672/hujms.715206
ISNAD ABBASI, ATIF - Özkale, M.Revan. "The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses". (2021), 594-611. https://doi.org/10.15672/hujms.715206
APA ABBASI A, Özkale M (2021). The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses. Hacettepe Journal of Mathematics and Statistics, 50(2), 594 - 611. 10.15672/hujms.715206
Chicago ABBASI ATIF,Özkale M.Revan The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses. Hacettepe Journal of Mathematics and Statistics 50, no.2 (2021): 594 - 611. 10.15672/hujms.715206
MLA ABBASI ATIF,Özkale M.Revan The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses. Hacettepe Journal of Mathematics and Statistics, vol.50, no.2, 2021, ss.594 - 611. 10.15672/hujms.715206
AMA ABBASI A,Özkale M The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses. Hacettepe Journal of Mathematics and Statistics. 2021; 50(2): 594 - 611. 10.15672/hujms.715206
Vancouver ABBASI A,Özkale M The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses. Hacettepe Journal of Mathematics and Statistics. 2021; 50(2): 594 - 611. 10.15672/hujms.715206
IEEE ABBASI A,Özkale M "The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses." Hacettepe Journal of Mathematics and Statistics, 50, ss.594 - 611, 2021. 10.15672/hujms.715206
ISNAD ABBASI, ATIF - Özkale, M.Revan. "The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses". Hacettepe Journal of Mathematics and Statistics 50/2 (2021), 594-611. https://doi.org/10.15672/hujms.715206