Year 2021, Volume 50 , Issue 3, Pages 895 - 910 2021-06-07

Two parameter Ridge estimator in the inverse Gaussian regression model

Y. Murat BULUT [1] , Melike IŞILAR [2]


It is well known that multicollinearity, which occurs among the explanatory variables, has adverse effects on the maximum likelihood estimator in the inverse Gaussian regression model. Biased estimators are proposed to cope with the multicollinearity problem in the inverse Gaussian regression model. The main interest of this article is to introduce a new biased estimator. Also, we compare newly proposed estimator with the other estimators given in the literature. We conduct a Monte Carlo simulation and provide a real data example to illustrate the performance of the proposed estimator over the maximum likelihood and Ridge estimators. As a result of the simulation study and real data example, the newly proposed estimator is superior to the other estimators used in this study.
Inverse Gaussian Regression, Biased estimator, Two parameter Ridge estimator, Multicollinearity
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Primary Language en
Subjects Statistics and Probability
Journal Section Statistics
Authors

Orcid: 0000-0002-0545-7339
Author: Y. Murat BULUT (Primary Author)
Institution: ESKISEHIR OSMANGAZI UNIVERSITY
Country: Turkey


Orcid: 0000-0001-6821-1064
Author: Melike IŞILAR
Institution: ESKISEHIR OSMANGAZI UNIVERSITY
Country: Turkey


Dates

Publication Date : June 7, 2021

Bibtex @research article { hujms813540, journal = {Hacettepe Journal of Mathematics and Statistics}, issn = {2651-477X}, eissn = {2651-477X}, address = {}, publisher = {Hacettepe University}, year = {2021}, volume = {50}, pages = {895 - 910}, doi = {10.15672/hujms.813540}, title = {Two parameter Ridge estimator in the inverse Gaussian regression model}, key = {cite}, author = {Bulut, Y. Murat and Işılar, Melike} }
APA Bulut, Y , Işılar, M . (2021). Two parameter Ridge estimator in the inverse Gaussian regression model . Hacettepe Journal of Mathematics and Statistics , 50 (3) , 895-910 . DOI: 10.15672/hujms.813540
MLA Bulut, Y , Işılar, M . "Two parameter Ridge estimator in the inverse Gaussian regression model" . Hacettepe Journal of Mathematics and Statistics 50 (2021 ): 895-910 <https://dergipark.org.tr/en/pub/hujms/issue/62731/813540>
Chicago Bulut, Y , Işılar, M . "Two parameter Ridge estimator in the inverse Gaussian regression model". Hacettepe Journal of Mathematics and Statistics 50 (2021 ): 895-910
RIS TY - JOUR T1 - Two parameter Ridge estimator in the inverse Gaussian regression model AU - Y. Murat Bulut , Melike Işılar Y1 - 2021 PY - 2021 N1 - doi: 10.15672/hujms.813540 DO - 10.15672/hujms.813540 T2 - Hacettepe Journal of Mathematics and Statistics JF - Journal JO - JOR SP - 895 EP - 910 VL - 50 IS - 3 SN - 2651-477X-2651-477X M3 - doi: 10.15672/hujms.813540 UR - https://doi.org/10.15672/hujms.813540 Y2 - 2021 ER -
EndNote %0 Hacettepe Journal of Mathematics and Statistics Two parameter Ridge estimator in the inverse Gaussian regression model %A Y. Murat Bulut , Melike Işılar %T Two parameter Ridge estimator in the inverse Gaussian regression model %D 2021 %J Hacettepe Journal of Mathematics and Statistics %P 2651-477X-2651-477X %V 50 %N 3 %R doi: 10.15672/hujms.813540 %U 10.15672/hujms.813540
ISNAD Bulut, Y. Murat , Işılar, Melike . "Two parameter Ridge estimator in the inverse Gaussian regression model". Hacettepe Journal of Mathematics and Statistics 50 / 3 (June 2021): 895-910 . https://doi.org/10.15672/hujms.813540
AMA Bulut Y , Işılar M . Two parameter Ridge estimator in the inverse Gaussian regression model. Hacettepe Journal of Mathematics and Statistics. 2021; 50(3): 895-910.
Vancouver Bulut Y , Işılar M . Two parameter Ridge estimator in the inverse Gaussian regression model. Hacettepe Journal of Mathematics and Statistics. 2021; 50(3): 895-910.
IEEE Y. Bulut and M. Işılar , "Two parameter Ridge estimator in the inverse Gaussian regression model", Hacettepe Journal of Mathematics and Statistics, vol. 50, no. 3, pp. 895-910, Jun. 2021, doi:10.15672/hujms.813540