What is it about?
The maximum likelihood (ML) method is used to estimate the unknown Gamma regression (GR) coefficients. In the presence of multicollinearity, the variance of the ML method becomes overstated and the inference based on the ML method may not be trustworthy. To combat multicollinearity, the Liu estimator has been used.
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Why is it important?
When the explanatory variables of the Gamma regression model are linearly related to each other, then the Liu estimator is used to solve the problem of multicollinearity.
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This page is a summary of: On the performance of some new Liu parameters for the gamma regression model, Journal of Statistical Computation and Simulation, July 2018, Taylor & Francis,
DOI: 10.1080/00949655.2018.1498502.
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