Generalized Biased Estimator for Beta Regression Model: Simulation and Application

نویسندگان

چکیده

Beta regression model is used for modeling proportions measured on a continuous scale; its parameters are estimated with the maximum likelihood method. Classical models, such as linear and nonlinear models like logistic not suitable situations. As in model, independent variables assumed to be uncorrelated if this assumption met, then multicollinearity appears. Multicollinearity problem means that there near dependency between variables. Biased estimators commonly correcting problem. In study, we propose generalized biased estimator beta generalize ridge (GBRRE). The performance of proposed evaluated theoretically via matrix mean squared errors scalar errors; practically using Monte Carlo simulation study. results show optimal shrinkage K1 worst one K2. Also, applied real data set pre-university education students Egypt during academic year (2018/2019) found application agree results. Finally based study suggested better than estimators.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Generalized Ridge Regression Estimator in Semiparametric Regression Models

In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The m...

متن کامل

Jackknifed Liu-type Estimator in Poisson Regression Model

The Liu estimator has consistently been demonstrated to be an attractive shrinkage method for reducing the effects of multicollinearity. The Poisson regression model is a well-known model in applications when the response variable consists of count data. However, it is known that multicollinearity negatively affects the variance of the maximum likelihood estimator (MLE) of the Poisson regressio...

متن کامل

Spatial Beta Regression Model with Random Effect

 Abstract: In many applications we have to encountered with bounded dependent variables. Beta regression model can be used to deal with these kinds of response variables. In this paper we aim to study spatially correlated responses in the unit interval. Initially we introduce spatial beta generalized linear mixed model in which the spatial correlation is captured through a random effect. T...

متن کامل

An Integrated Maximum Score Estimator for a Generalized Censored Quantile Regression Model

Quantile regression techniques have been widely used in empirical economics. In this paper, we consider the estimation of a generalized quantile regression model when data are subject to fixed or random censoring. Through a discretization technique, we transform the censored regression model into a sequence of binary choice models and further propose an integrated smoothed maximum score estimat...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Mathematics and Statistics

سال: 2022

ISSN: ['2332-2144', '2332-2071']

DOI: https://doi.org/10.13189/ms.2022.100414