β回归模型中的James-Stein型估计器:模拟与应用

IF 0.7 4区 数学 Q2 MATHEMATICS Hacettepe Journal of Mathematics and Statistics Pub Date : 2023-01-01 DOI:10.15672/hujms.1122207
S. Seifollahi, Hossein BEVRANİ‎
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引用次数: 2

摘要

最近,beta回归模型已被用于若干科学领域,以比率或比例的形式对数据进行建模。在本文中,我们提出了一些新的和改进的方法来估计β回归模型中的参数。我们考虑了β回归模型回归系数的子空间,并结合了无限制估计量和受限估计量,给出了stein型估计量和初步估计量。我们给出了所提估计量的渐近偏差及其二次风险的表达式。通过蒙特卡罗模拟的数值研究被用来评估所提出的估计器在其模拟的相对效率方面的性能。结果表明,当约束条件存在时,所提出的估计量优于非限制估计量。最后,提供了一个经验应用来证明所提出的估计器的实际用途
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James-Stein type estimators in beta regression model‎: simulation and application‎
Recently‎, ‎the beta regression model has been used in several fields of science to model data in the form of rate or proportion‎. ‎In this paper‎, ‎we propose some novel and improved methods to estimate parameters in the beta regression model‎. ‎We consider a sub-space on the regression coefficients of the beta regression model and combine the unrestricted and restricted estimators then we present Stein-type and preliminary estimators‎. ‎We develop the expressions for the proposed estimators' asymptotic biases and their quadratic risks‎. ‎Numerical studies through Monte Carlo simulations are used to evaluate the performance of the proposed estimators in terms of their simulated relative efficiency‎. ‎The results show that the proposed estimators outperform the unrestricted estimator when the restrictions hold‎. ‎Finally‎, ‎an empirical application is provided to demonstrate the practical usefulness of the proposed ‎estimators.‎
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来源期刊
CiteScore
1.70
自引率
0.00%
发文量
100
审稿时长
6-12 weeks
期刊介绍: Hacettepe Journal of Mathematics and Statistics covers all aspects of Mathematics and Statistics. Papers on the interface between Mathematics and Statistics are particularly welcome, including applications to Physics, Actuarial Sciences, Finance and Economics. We strongly encourage submissions for Statistics Section including current and important real world examples across a wide range of disciplines. Papers have innovations of statistical methodology are highly welcome. Purely theoretical papers may be considered only if they include popular real world applications.
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