Some Properties and Application of Modified Jacknified Liu-Type Negative Binomial Ridge Regression

Authors

Huda M. Alshanbari, Department of Mathematical Sciences, College of Science, Princess Nourah bint Abdulrahman University, Riyadh, Saudi ArabiaFollow
Irsa Sajjad, Department of Business School, Ibadat International University Islamabad, Islamabad, Pakistan\\ Department of Mathematics and Statistics, Central South University, Changsha, ChinaFollow
Javid Gani Dar, Department of Mathematical Science, IUST, Awantapora, Kashmir, IndiaFollow
Abd Al-Aziz Hosni El-Bagoury, Department of Mathematics, Faculty of Science, Tanta University, Tanta, EgyptFollow
Sundus Naji Al-Aziz, Department of Mathematical Sciences, College of Science, Princess Nourah bint Abdulrahman University, Riyadh, Saudi ArabiaFollow

Author Country (or Countries)

Saudi Arabia

Abstract

The aim of this paper is to introduce a new estimator for the modified Jackknified Liu Type Negative Binomial. As in the presence of multicollinearity, the Maximum Likelihood Estimator (MLE) is unable to produce valid statistical inference. So, this paper is designed to solve the problem of multicollinearity. Several ridge regression estimators are used for this purpose. Moreover, Monte Carlo simulation and real life data set are applied on the proposed and existing estimators to evaluate the performance of proposed estimator in the case of MSE. The results reveal that our proposed estimator has best performance among all other estimators (i.e.ML,NBRR,LTNB,JNBR).

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/amis/150611

Recommended Citation

M. Alshanbari, Huda; Sajjad, Irsa; Gani Dar, Javid; Al-Aziz Hosni El-Bagoury, Abd; and Naji Al-Aziz, Sundus (2021) "Some Properties and Application of Modified Jacknified Liu-Type Negative Binomial Ridge Regression," Applied Mathematics & Information Sciences: Vol. 15: Iss. 6, Article 11.
DOI: http://dx.doi.org/10.18576/amis/150611
Available at: https://digitalcommons.aaru.edu.jo/amis/vol15/iss6/11