Restricted Liu estimator in generalized linear models: Monte Carlo simulation studies on gamma and Poisson distributed responses
Fikriye Kurtoğlu, M. Revan Özkale · Hacettepe Journal of Mathematics and Statistics · 2018
In this study, we introduce iterative restricted Liu estimator to combat multicollinearity in generalized linear models. We also obtain necessary and sufficient conditions for the superiority of the first-order approximated restricted Liu estimator over the first-order approximated maximum likelihood and Liu estimators by the approximated mean squared error criterion. The results are illustrated by conducting simulation studies and numerical examples.