Master of Science (MS)
First Advisor's Name
B. M. Golam Kibria
First Advisor's Committee Title
Second Advisor's Name
Second Advisor's Committee Title
Third Advisor's Name
Third Advisor's Committee Title
Statistics, Ridge Regression, Poisson Regression, Monte Carlo Simulation, Poisson, Multicollinearity, Correlation, Poisson Ridge Regression
Date of Defense
Multiple regression models play an important role in analyzing and making predictions about data. Prediction accuracy becomes lower when two or more explanatory variables in the model are highly correlated. One solution is to use ridge regression. The purpose of this thesis is to study the performance of available ridge regression estimators for Poisson regression models in the presence of moderately to highly correlated variables. As performance criteria, we use mean square error (MSE), mean absolute percentage error (MAPE), and percentage of times the maximum likelihood (ML) estimator produces a higher MSE than the ridge regression estimator. A Monte Carlo simulation study was conducted to compare performance of the estimators under three experimental conditions: correlation, sample size, and intercept. It is evident from simulation results that all ridge estimators performed better than the ML estimator. We proposed new estimators based on the results, which performed very well compared to the original estimators. Finally, the estimators are illustrated using data on recreational habits.
Zaldivar, Cynthia, "On the Performance of some Poisson Ridge Regression Estimators" (2018). FIU Electronic Theses and Dissertations. 3669.
Available for download on Sunday, October 21, 2018
Applied Statistics Commons, Multivariate Analysis Commons, Other Statistics and Probability Commons, Statistical Methodology Commons, Statistical Models Commons, Statistical Theory Commons, Theory and Algorithms Commons
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