New Robust Estimators for Handling Multicollinearity and Outliers in the Poisson Model: Methods, Simulation and Applications

The Poisson maximum likelihood (PML) is used to estimate the coefficients of the Poisson regression model (PRM). Since the resulting estimators are sensitive to outliers, different studies have provided robust Poisson regression estimators to alleviate this problem. Additionally, the PML estimator i...

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Autori principali:	Issam Dawoud, Fuad A. Awwad, Elsayed Tag Eldin, Mohamed R. Abonazel
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	MDPI AG 2022-11-01
Serie:	Axioms
Soggetti:	robust Poisson ridge regression estimator robust Poisson Liu estimator robust Poisson Kibria–Lukman estimator robust Poisson modified Kibria–Lukman estimator mean squared error multicollinearity
Accesso online:	https://www.mdpi.com/2075-1680/11/11/612
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