A Poisson ridge regression estimator

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Jul 2011 English Publisher:Elsevier BVJournal:Economic Modelling, volume 28, pages 1,475-1,481 (issn: 0264-9993,

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Authors: Månsson, Kristofer; Shukur, Ghazi;

doi: 10.1016/j.econmod.2011.02.030

A Poisson ridge regression estimator

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Abstract

The standard statistical method for analyzing count data is the Poisson regression model, which is usually estimated using maximum likelihood (ML) method. The ML method is very sensitive to multico ...

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Keywords

Poisson regression; maximum likelihood; ridge regression; MSE; Monte Carlo simulations; Multicollinearity, jel: jel:C30

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