Modified almost unbiased two-parameter estimator for the Poisson regression model with an application to accident data
Alheety, Mustafa I. (University of Anbar (Irak). Department of Mathematics,College of Education for Pure Sciences)
Qasim, Muhammad (Jönköping University (Suècia). Department of Economics, Finance and Statistics)
Månsson, Kristofer (Jönköping University (Suècia). Department of Economics, Finance and Statistics)
Kibria, B. M. Golam (Florida International University. Department of Mathematics and Statistics)

Data:	2021
Resum:	Due to the large amount of accidents negatively affecting the wellbeing of the survivors and their families, a substantial amount of research is conducted to determine the causes of road accidents. This type of data come in the form of non-negative integers and may be modelled using the Poisson regression model. Unfortunately, the commonly used maximum likelihood estimator is unstable when the explanatory variables of the Poisson regression model are highly correlated. Therefore, this paper proposes a new almost unbiased estimator which reduces the instability of the maximum likelihood estimator and at the same time produce smaller mean squared error. We study the statistical properties of the proposed estimator and a simulation study has been conducted to compare the performance of the estimators in the smaller mean squared error sense. Finally, Swedish traffic fatality data are analyzed to show the benefit of the proposed method.
Drets:	Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
Llengua:	Anglès
Document:	Article ; recerca ; Versió publicada
Matèria:	Applied traffic modeling ; Maximum likelihood estimator ; Mean squared error matrix ; Poisson regression ; Simulation study ; Traffic fatality
Publicat a:	SORT : statistics and operations research transactions, Vol. 45 Núm. 2 (July-December 2021) , p. 121-142 (Articles) , ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/394381
DOI: 10.2436/20.8080.02.112

22 p, 1.1 MB

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