Proposed methods in estimating the ridge regression parameter in Poisson regression model
linear logarithm models. It is usually used to model the count dependent variable. However, as in linear regression model, the multicollinearity problem
may be present leading to negatively affect the model parameter estimation.
In this study, several methods are proposed to estimate the ridge parameter. Monte-Carlo simulation studies with different factors were conducted to
evaluate the performance of the used estimators. The results demonstrate
the better performance of the proposed estimator compared to other used
estimators in terms of mean squared error (MSE).
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