A New Ridge Parameter Estimator In Poisson Regression With Correlated Predictors: Optimal Design Approach

被引:0
作者
Ghorbani, Salah [1 ]
Niaparast, Mehrdad [1 ]
机构
[1] Razi Univ, Dept Stat, Kermanshah, Iran
来源
THAILAND STATISTICIAN | 2021年 / 21卷 / 04期
关键词
Optimal design; Poisson regression; Ridge regression; Ridge parameter; SIMULATION;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Poisson ridge regression is used as a tool to analyze counting data with linearly dependent predictor variables. Several methods for estimating the ridge parameter have been introduced in this model. In this paper, in addition to obtaining the optimal designs for the Poisson regression model with collinearity in predictor variables, we present a new method based on the theory of optimal designs for estimating the ridge parameter. These estimates are obtained based on two criteria, DMand AM-optimality. Finally, using simulation, based on the efficiency criteria that we introduce, the performance of new estimates of the ridge parameter is obtained.
引用
收藏
页码:767 / 782
页数:16
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