On the performance of the poisson and the negative binomial ridge predictors. Issue 6 (3rd July 2018)

• Record Type: Journal Article
• Authors: Kaçıranlar, Selahattin; Dawoud, Issam
• Is Part Of: Communications in statistics. Volume 47:Issue 6(2018)
• Page Start: 1751
• Page End: 1770
• Publication Date: 2018-07-03
• Subjects: Multicollinearity -- Monte Carlo simulations -- Negative binomial regression predictor -- Poisson regression predictor -- Prediction mean square error; 62J05 -- 62J07; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2017.1324978
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: Mansson and Shukur (2011 ) investigated the performance of the Poisson ridge regression (PRR) estimator in terms of the mean square error (MSE) criterion. Similarly, Mansson (2012 ) investigated the performance of the Negative binomial ridge regression (NBRR) according to the MSE criterion. But there is no any analysis of the predictive performance of the PRR and NBRR estimators. Therefore, we define the PRR and the NBRR predictors to evaluate their predictive performances according to the prediction mean squared error under the target function. The Monte Carlo simulations and the real life numerical example are conducted to investigate the defined predictors' performance.