Improved estimators in Bell regression model with application
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866911744955252736 |
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| author | Seifollahi, Solmaz Bevrani, Hossein Algamal, Zakariya Yahya |
| author_facet | Seifollahi, Solmaz Bevrani, Hossein Algamal, Zakariya Yahya |
| contents | In this paper, we propose the application of shrinkage strategies to estimate coefficients in the Bell regression models when prior information about the coefficients is available. The Bell regression models are well-suited for modeling count data with multiple covariates. Furthermore, we provide a detailed explanation of the asymptotic properties of the proposed estimators, including asymptotic biases and mean squared errors. To assess the performance of the estimators, we conduct numerical studies using Monte Carlo simulations and evaluate their simulated relative efficiency. The results demonstrate that the suggested estimators outperform the unrestricted estimator when prior information is taken into account. Additionally, we present an empirical application to demonstrate the practical utility of the suggested estimators. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_00966 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Improved estimators in Bell regression model with application Seifollahi, Solmaz Bevrani, Hossein Algamal, Zakariya Yahya Statistics Theory Applications Computation 62J12, 62F07, 62F12, 62F30 In this paper, we propose the application of shrinkage strategies to estimate coefficients in the Bell regression models when prior information about the coefficients is available. The Bell regression models are well-suited for modeling count data with multiple covariates. Furthermore, we provide a detailed explanation of the asymptotic properties of the proposed estimators, including asymptotic biases and mean squared errors. To assess the performance of the estimators, we conduct numerical studies using Monte Carlo simulations and evaluate their simulated relative efficiency. The results demonstrate that the suggested estimators outperform the unrestricted estimator when prior information is taken into account. Additionally, we present an empirical application to demonstrate the practical utility of the suggested estimators. |
| title | Improved estimators in Bell regression model with application |
| topic | Statistics Theory Applications Computation 62J12, 62F07, 62F12, 62F30 |
| url | https://arxiv.org/abs/2401.00966 |