International Journal of Nonlinear Analysis and Applications

Liu-Type estimator in gamma regression model based on (r-(k-d)) class estimator

Document Type : Research Paper

Authors

1 College of Physical Education and Sport Sciences, University of Samarra, Salah Aldeen, Iraq

2 Department of Statistics and Informatics, University of Mosul, Iraq

Abstract

It is known that when the multicollinearity exists in the gamma regression model, the variance of maximum likelihood estimator is unstable and high. In this article, a new Liu-type estimator based on (r-(k-d)) class estimator in gamma regression model is proposed. The performance of the proposed estimator is studied and comparisons are done with others. Depending on the simulation and real data results in the sense of mean squared error, the proposed estimator is superior to the other estimators.

Keywords

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International Journal of Nonlinear Analysis and Applications
Volume 13, Issue 1
March 2022
Pages 2455-2465
  • Receive Date: 20 May 2021
  • Revise Date: 28 August 2021
  • Accept Date: 12 October 2021