Title of article :
Liu-Type estimator in gamma regression model based on (r-(k-d)) class estimator
Author/Authors :
Mutlag Algboory, Ahmed College of Physical Education and Sport Sciences - University of Samarra, Salah Aldeen, Iraq , Yahya Algamal, Zakariya 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 :
Liu-type estimator , gamma regression model , (r-(k-d)) class estimator , (r -- d) class estimator , (r -- k) class estimator , (k -- d) class estimator
Journal title :
International Journal of Nonlinear Analysis and Applications