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Some ridge regression estimators for the zero-inflated Poisson model
Department of Mathematics and Statistics, Florida International University, Miami, Florida, USA.
Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics. (Statistik)
Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics. (Statistik)
2013 (engelsk)Inngår i: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 40, nr 4, s. 721-735Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

The zero-inflated Poisson regression model is commonly used when analyzing economic data that come in the form of non-negative integers since it accounts for excess zeros and overdispersion of the dependent variable. However, a problem often encountered when analyzing economic data that has not been addressed for this model is multicollinearity. This paper proposes ridge regression (RR) estimators and some methods for estimating the ridge parameter k for a non-negative model. A simulation study has been conducted to compare the performance of the estimators. Both mean squared error and mean absolute error are considered as the performance criteria. The simulation study shows that some estimators are better than the commonly used maximum-likelihood estimator and some other RR estimators. Based on the simulation study and an empirical application, some useful estimators are recommended for practitioners.

sted, utgiver, år, opplag, sider
2013. Vol. 40, nr 4, s. 721-735
Emneord [en]
count data, estimation, MSE, MAE, multicollinearity, ridge regression, simulation, zero-inflated Poisson
HSV kategori
Identifikatorer
URN: urn:nbn:se:hj:diva-20145DOI: 10.1080/02664763.2012.752448ISI: 000316390500004Scopus ID: 2-s2.0-84875806498Lokal ID: IHHEFSISOAI: oai:DiVA.org:hj-20145DiVA, id: diva2:580630
Tilgjengelig fra: 2012-12-23 Laget: 2012-12-23 Sist oppdatert: 2019-02-22bibliografisk kontrollert

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