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Poisson Ridge Regression Estimators: A Performance Test

机译:Poisson Ridge回归估算器:性能测试

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In Multiple regression analysis, it is assumed that the independent variables are uncorrelated with one another, when such happen, the problem of multicollinearity occurs. Multicollinearity can create inaccurate estimates of the regression coefficients, inflate the standard errors of the regression coefficients, deflate the partial t-tests for the regression coefficients, give false p-values and degrade the predictability of the model. There are several methods to get rid of this problem and one of the most famous one is the ridge regression. The purpose of this research is to study the performance of some popular ridge regression estimators based on the effects of sample sizes and correlation levels on their Average Mean Square Error (AMSE) for Poisson Regression models in the presence of multicollinearity. As performance criteria, average MSE of k was used. A Monte Carlo simulation study was conducted to compare performance of Fifty (50) k estimators under four experimental conditions namely: correlation, Number of explanatory variables, sample size and intercept. From the results of the analysis as summarized in the Tables, the MSE of the estimators performed better in a lower explanatory variables p and an increased intercept value. It was also observed that some estimators performed better on the average at all correlation levels, sample sizes, intercept values and explanatory variables than others.
机译:在多元回归分析中,假设独立变量彼此不相关,当发生这种情况时,发生多重型性问题。多色性可以创建回归系数的不准确估计,膨胀回归系数的标准误差,使回归系数的部分T检验放气,给出假p值并降低模型的可预测性。有几种方法可以摆脱这个问题,最着名的是一个是山脊回归。本研究的目的是基于样本尺寸和相关水平的效果来研究一些流行的岭回归估计的性能,在存在多元型性的泊松回归模型上的平均平均方误差(AMSE)。作为性能标准,使用K的平均MSE。进行了一个蒙特卡罗模拟研究,以比较四个实验条件下的五十(50)克估计的性能即:相关性,解释性变量,样品大小和截距。根据表格中的分析结果,估计器的MSE在较低的解释性变量P和增加的截距值中表现更好。还观察到,一些估计器在所有相关级别,样本大小,截取值和解释性变量的平均值上更好地表现优于其他估计变量。

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