Two parameter Ridge estimator in the inverse Gaussian regression model

BULUT, Y. Murat; IŞILAR, MELİKE

doi:10.15672/hujms.813540

Two parameter Ridge estimator in the inverse Gaussian regression model

Ebru Gündoğan AŞIK, (Eskişehir Osmangazi Üniversitesi, Fen-Edebiyat Fakültesi, İstatistik Bölümü, 26040, Eskişehir, Türkiye)

Melike IŞILAR (Eskişehir Osmangazi Üniversitesi, Fen Bilimleri Enstitüsü, 26040, Eskişehir, Türkiye)

Hacettepe Journal of Mathematics and Statistics

3 1

Yıl: 2021 Cilt: 50 Sayı: 3 Sayfa Aralığı: 895 - 910 Metin Dili: İngilizce DOI: 10.15672/hujms.813540 İndeks Tarihi: 29-07-2022

Two parameter Ridge estimator in the inverse Gaussian regression model

Öz:

It is well known that multicollinearity, which occurs among the explanatory variables, has adverse effects on the maximum likelihood estimator in the inverse Gaussian regression model. Biased estimators are proposed to cope with the multicollinearity problem in the inverse Gaussian regression model. The main interest of this article is to introduce a new biased estimator. Also, we compare newly proposed estimator with the other estimators given in the literature. We conduct a Monte Carlo simulation and provide a real data example to illustrate the performance of the proposed estimator over the maximum likelihood and Ridge estimators. As a result of the simulation study and real data example, the newly proposed estimator is superior to the other estimators used in this study.

Anahtar Kelime: Inverse Gaussian Regression Multicollinearity Biased estimator Two parameter Ridge estimator

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık

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APA	BULUT Y, IŞILAR M (2021). Two parameter Ridge estimator in the inverse Gaussian regression model. , 895 - 910. 10.15672/hujms.813540
Chicago	BULUT Y. Murat,IŞILAR MELİKE Two parameter Ridge estimator in the inverse Gaussian regression model. (2021): 895 - 910. 10.15672/hujms.813540
MLA	BULUT Y. Murat,IŞILAR MELİKE Two parameter Ridge estimator in the inverse Gaussian regression model. , 2021, ss.895 - 910. 10.15672/hujms.813540
AMA	BULUT Y,IŞILAR M Two parameter Ridge estimator in the inverse Gaussian regression model. . 2021; 895 - 910. 10.15672/hujms.813540
Vancouver	BULUT Y,IŞILAR M Two parameter Ridge estimator in the inverse Gaussian regression model. . 2021; 895 - 910. 10.15672/hujms.813540
IEEE	BULUT Y,IŞILAR M "Two parameter Ridge estimator in the inverse Gaussian regression model." , ss.895 - 910, 2021. 10.15672/hujms.813540
ISNAD	BULUT, Y. Murat - IŞILAR, MELİKE. "Two parameter Ridge estimator in the inverse Gaussian regression model". (2021), 895-910. https://doi.org/10.15672/hujms.813540

APA	BULUT Y, IŞILAR M (2021). Two parameter Ridge estimator in the inverse Gaussian regression model. Hacettepe Journal of Mathematics and Statistics, 50(3), 895 - 910. 10.15672/hujms.813540
Chicago	BULUT Y. Murat,IŞILAR MELİKE Two parameter Ridge estimator in the inverse Gaussian regression model. Hacettepe Journal of Mathematics and Statistics 50, no.3 (2021): 895 - 910. 10.15672/hujms.813540
MLA	BULUT Y. Murat,IŞILAR MELİKE Two parameter Ridge estimator in the inverse Gaussian regression model. Hacettepe Journal of Mathematics and Statistics, vol.50, no.3, 2021, ss.895 - 910. 10.15672/hujms.813540
AMA	BULUT Y,IŞILAR M Two parameter Ridge estimator in the inverse Gaussian regression model. Hacettepe Journal of Mathematics and Statistics. 2021; 50(3): 895 - 910. 10.15672/hujms.813540
Vancouver	BULUT Y,IŞILAR M Two parameter Ridge estimator in the inverse Gaussian regression model. Hacettepe Journal of Mathematics and Statistics. 2021; 50(3): 895 - 910. 10.15672/hujms.813540
IEEE	BULUT Y,IŞILAR M "Two parameter Ridge estimator in the inverse Gaussian regression model." Hacettepe Journal of Mathematics and Statistics, 50, ss.895 - 910, 2021. 10.15672/hujms.813540
ISNAD	BULUT, Y. Murat - IŞILAR, MELİKE. "Two parameter Ridge estimator in the inverse Gaussian regression model". Hacettepe Journal of Mathematics and Statistics 50/3 (2021), 895-910. https://doi.org/10.15672/hujms.813540