A Comparison between Methods for Estimating the Restricted Gamma Ridge Regression Model Using the Simulation Article Swipe
YOU?
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· 2024
· Open Access
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· DOI: https://doi.org/10.33095/1xrve980
In this paper, we discuss estimating the parameters of the restricted gamma ridge regression model by combining gamma ridge regression with restricted maximum likelihood. The characteristics of the new estimator and its superiority over the restricted gamma ridge regression estimator and restricted maximum likelihood will be identified, using several formulas for the shrinkage factor k, and it will also be Using the Monte Carlo simulation method to generate data that suffers from the problem of multicollinearity with different sizes (n=25,50,100,250) in light of other influential factors (degree of correlation, number of explanatory variables), and subjecting the parameters to linear restrictions, to get rid of the problem of multicollinearity in light of the subjection of the parameters to the model has linear constraints and the model parameters will be estimated using four estimation methods that rely on the mean square error (MSE) as a standard for comparison between the estimation methods, Through the results of the simulation experiment it was shown that the compound estimator method is the best way to estimate the parameters of the finite gamma regression model . Paper type : Research paper
Related Topics
- Type
- article
- Language
- en
- Landing Page
- https://doi.org/10.33095/1xrve980
- OA Status
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- OpenAlex ID
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Raw OpenAlex JSON
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https://openalex.org/W4403538859Canonical identifier for this work in OpenAlex
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https://doi.org/10.33095/1xrve980Digital Object Identifier
- Title
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A Comparison between Methods for Estimating the Restricted Gamma Ridge Regression Model Using the SimulationWork title
- Type
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articleOpenAlex work type
- Language
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enPrimary language
- Publication year
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2024Year of publication
- Publication date
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2024-10-18Full publication date if available
- Authors
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Mikrajuddin Abdullah, Suhail Najim AboodList of authors in order
- Landing page
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https://doi.org/10.33095/1xrve980Publisher landing page
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YesWhether a free full text is available
- OA status
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diamondOpen access status per OpenAlex
- OA URL
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https://doi.org/10.33095/1xrve980Direct OA link when available
- Concepts
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Ridge, Statistics, Regression analysis, Regression, Mathematics, Computer science, Geology, PaleontologyTop concepts (fields/topics) attached by OpenAlex
- Cited by
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0Total citation count in OpenAlex
- Related works (count)
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10Other works algorithmically related by OpenAlex
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