A new shrinkage estimator for the Poisson model is introduced in this paper. This method is a generalization of the Liu (1993) estimator originally developed for the linear regression model and will be generalised here to be used instead of the classical maximum likelihood (ML) method in the...

In this paper we generalize different approaches of estimating the ridge parameter k proposed by Muniz et al. (Comput Stat, <CitationRef CitationID="CR16">2011</CitationRef>) to be applicable for logistic ridge regression (LRR). These new methods of estimating the ridge parameter in LRR are evaluated by means of Monte Carlo simulations...</citationref>

This paper introduces a shrinkage estimator for the logit model which is a generalization of the estimator proposed by Liu (1993) for the linear regression. This new estimation method is suggested since the mean squared error (MSE) of the commonly used maximum likelihood (ML) method becomes...

The zero inflated Poisson regression model is very common when analysing economic data that comes in the form of non-negative integers since it accounts for excess zeros and over-dispersion of the dependent variable. This model may be used in innovation analysis to see for example the impact on...

In innovation analysis the logit model used to be applied on available data when the dependent variables are dichotomous. Since most of the economic variables are correlated between each other practitioners often meet the problem of multicollinearity. This paper introduces a shrinkage estimator...

The standard statistical method for analyzing count data is the Poisson regression model, which is usually estimated using maximum likelihood (ML). The ML method is very sensitive to multicollinearity. Therefore, we present a new Poisson ridge regression estimator (PRR) as a remedy to the...

The negative binomial (NB) regression model is very popular in applied research when analyzing count data. The commonly used maximum likelihood (ML) estimator is very sensitive to highly intercorrelated explanatory variables. Therefore, a NB ridge regression estimator (NBRR) is proposed as a...