Abstract

The modified ridge-type estimator has been shown to cushion the effects of multicollinearity in the linear regression model. Recent studies have shown the adverse effects of multicollinearity in the gamma regression model (GRM). We proposed a gamma modified ridge-type estimator to tackle this problem. We derived the properties of this estimator and conducted a theoretical comparison with some of the existing estimators. A real-life example and simulation study show that the proposed estimator gains an advantage over other estimators in terms of the mean square error.

中文翻译：

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伽马回归模型的修正脊型估计器

摘要

改进的岭型估计器已被证明可以缓冲线性回归模型中多重共线性的影响。最近的研究表明，伽马回归模型 (GRM) 中多重共线性的不利影响。我们提出了一个伽马修正脊型估计器来解决这个问题。我们推导出了这个估计器的性质，并与一些现有的估计器进行了理论比较。一个真实的例子和模拟研究表明，所提出的估计器在均方误差方面优于其他估计器。