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.
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ژورنال
عنوان ژورنال: Mathematics and Statistics
سال: 2022
ISSN: ['2332-2144', '2332-2071']
DOI: https://doi.org/10.13189/ms.2022.100414