Title: SIMULATION OF COMPARATIVE STUDY OF JAMES-STEIN ESTIMATOR, RIDGE REGRESSION ESTIMATOR, AND MODIFIED KIBRIA LUKMAN ESTIMATOR IN HANDLING MULTICOLLINEARITY IN POISSON REGRESSION |
Authors: M. Fikri Alyasa Zam Zami, Netti Herawati, Misgiyati, and Nusyirwan |
Abstract: Poisson regression is a statistical method used to analyze data with a response in the form of a count variable. The purpose of this study is to compare the performance of the Poisson James-Stein Estimator, Poisson Ridge Regression Estimator, and Poisson Modified Kibria-Lukman Estimator methods in dealing with multicollinearity using simulated data with n = 20, 40, 60 and 80 in poisson model (p=6) with 𝜌 = 0.3 and 0.99. The best model was compered based on the MSE value. The results showed that in the partial correlation, PRRE method of k2 parameters better in overcoming multicollinearity at n = 20 and PMKLE parameters k2 better in overcoming multicollinearity at n = 40, 60, and 80 and in the full correlation data, PRRE method of k2 parameters better in overcoming multicollinearity at n = 20 and 40, and PMKLE parameters k2 were better in overcoming multicollinearity at n = 60 and 80. |
Keywords: James-Stein Estimator, Ridge Regression Estimator, Modified Kibria-Lukman Estimator, Multicollinearity. |
DOI: https://doi.org/10.52267/IJASER.2025.6203 |
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Date of Publication: 27-03-2025 |
Published Issue & Volume: Vol 6 Issue 2 March-April 2025 |