Altun Emrah
Department of Mathematics, Bartin University, Bartin, Turkey.
J Appl Stat. 2020 Oct 19;48(13-15):2515-2524. doi: 10.1080/02664763.2020.1834515. eCollection 2021.
In this paper, we introduce a new regression model, called , as an alternative to the gamma regression model. The maximum-likelihood method is used to estimate the unknown parameters of the proposed model, and the finite sample performance of the maximum-likelihood estimation method is evaluated by means of the Monte-Carlo simulation study. The randomized quantile residuals are used to check the adequacy of the fitted model. The insurance data are analyzed to demonstrate the usefulness of the proposed regression model against the gamma regression model.
在本文中，我们引入了一种名为 的新回归模型，作为伽马回归模型的替代方案。使用最大似然法估计所提出模型的未知参数，并通过蒙特卡罗模拟研究评估最大似然估计方法的有限样本性能。使用随机化分位数残差来检验拟合模型的充分性。对保险数据进行分析，以证明所提出的回归模型相对于伽马回归模型的有用性。
