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246320

Some Modified Kibria-Lukman Estimators for the Gamma Regression Model

Article

Last updated: 25 Dec 2024

Subjects

-

Tags

الإحصاء والرياضة والتأمين

Abstract

This paper aims to propose the Gamma modified Kibria-Lukman estimator according to some selected formulas of the shrinkage parameter in order to overcome the effect of the multicollinearity problem in the Gamma regression model. The properties of the proposed estimator and the conditions of its superiority against the maximum likelihood estimator, Gamma ridge estimator, and Gamma Kibria-Lukman estimator based on the matrix of mean squared error criterion are presented. In addition, some selected formulas for the shrinkage parameter are used to improve the results of estimation. Moreover, a Monte Carlo simulation experiment and an application are implemented to assess the performance of the proposed estimator according to some selected formulas of the shrinkage parameter compared with other existing estimators by the scalar mean squared error criterion. The results confirm that the proposed estimator, the Gamma modified Kibria-Lukman estimator is preferred over other existing estimators in terms of scalar mean squared error

DOI

10.21608/caf.2022.246320

Keywords

Gamma regression, Multicollinearity, Ridge estimator, Shrinkage parameter, Kibria-Lukman estimator

Authors

First Name

Enas Gawdat

Last Name

Yehia

MiddleName

-

Affiliation

Al-Azhar University, Tafahna Al-Ashraf, Egypt

Email

enasyehia538.el@azhar.edu.eg

City

-

Orcid

-

Volume

42

Article Issue

2

Related Issue

34860

Issue Date

2022-06-01

Receive Date

2021-09-27

Publish Date

2022-06-01

Page Start

106

Page End

129

Print ISSN

1110-4716

Online ISSN

2682-4825

Link

https://caf.journals.ekb.eg/article_246320.html

Detail API

https://caf.journals.ekb.eg/service?article_code=246320

Order

15

Publication Type

Journal

Publication Title

التجارة والتمويل

Publication Link

https://caf.journals.ekb.eg/

MainTitle

Some Modified Kibria-Lukman Estimators for the Gamma Regression Model

Details

Type

Article

Created At

22 Jan 2023