Department of Mathematics, Science Faculty, University of Istanbul, Vezneciler, Beyazit, 34134, Istanbul, Turkey.
Sci Rep. 2023 Mar 27;13(1):4968. doi: 10.1038/s41598-023-32119-0.
The Poisson Regression Model (PRM) is one of the benchmark models when analyzing the count data. The Maximum Likelihood Estimator (MLE) is used to estimate the model parameters in PRMs. However, the MLE may suffer from various drawbacks that arise due to the existence of multicollinearity problems. Many estimators have been proposed as alternatives to each other to alleviate the multicollinearity problem in PRM, such as Poisson Ridge Estimator (PRE), Poisson Liu Estimator (PLE), Poisson Liu-type Estimator (PLTE), and Improvement Liu-Type Estimator (ILTE). In this study, we define a new general class of estimators which is based on the PRE as an alternative to other existing biased estimators in the PRMs. The superiority of the proposed biased estimator over the other existing biased estimators is given under the asymptotic matrix mean square error sense. Furthermore, two separate Monte Carlo simulation studies are implemented to compare the performances of the proposed biased estimators. Finally, the performances of all considered biased estimators are shown in real data.
泊松回归模型(PRM)是分析计数数据的基准模型之一。最大似然估计(MLE)用于估计 PRM 中的模型参数。然而,由于存在多重共线性问题,MLE 可能会受到各种缺陷的影响。许多估计器被提出作为替代方法,以缓解 PRM 中的多重共线性问题,例如泊松岭估计器(PRE)、泊松刘估计器(PLE)、泊松刘型估计器(PLTE)和改进刘型估计器(ILTE)。在这项研究中,我们定义了一个新的一般类估计器,它基于 PRE,作为 PRM 中其他现有有偏估计器的替代方法。在渐近矩阵均方误差意义下,给出了所提出的有偏估计器相对于其他现有有偏估计器的优越性。此外,还进行了两项独立的蒙特卡罗模拟研究,以比较所提出的有偏估计器的性能。最后,展示了所有考虑的有偏估计器在真实数据中的性能。