期刊
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
卷 47, 期 6, 页码 1751-1770出版社
TAYLOR & FRANCIS INC
DOI: 10.1080/03610918.2017.1324978
关键词
Multicollinearity; Monte Carlo simulations; Negative binomial regression predictor; Poisson regression predictor; Prediction mean square error
Mansson and Shukur (2011) investigated the performance of the Poisson ridge regression (PRR) estimator in terms of the mean square error (MSE) criterion. Similarly, Mansson (2012) investigated the performance of the Negative binomial ridge regression (NBRR) according to the MSE criterion. But there is no any analysis of the predictive performance of the PRR and NBRR estimators. Therefore, we define the PRR and the NBRR predictors to evaluate their predictive performances according to the prediction mean squared error under the target function. The Monte Carlo simulations and the real life numerical example are conducted to investigate the defined predictors' performance.
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