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IRAQI JOURNAL OF STATISTICAL SCIENCES

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Shrinkage estimators in inverse Gaussian regression model: Subject review

    Farah Abd ulghani رفل ادیب الحمدانی

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2022, Volume 19, Issue 1, Pages 72-82
10.33899/iqjoss.2022.174331

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Abstract

The presence of the high correlation among predictors in regression modeling has undesirable effects on the regression estimating. There are several available biased methods to overcome this issue. The inverse Gaussian regression model (IGRM) is a special model from the generalized linear models. The IGRM is a well-known model in research application when the response variable under the study is skewed data. Numerous biased estimators for overcoming the multicollinearity in IGRM have been proposed in the literature using different theories. An overview of recent biased methods for IGRM is provided. A comparison among these biased estimators allows us to gain an insight into their performance.
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(2022). Shrinkage estimators in inverse Gaussian regression model: Subject review. IRAQI JOURNAL OF STATISTICAL SCIENCES, 19(1), 72-82. doi: 10.33899/iqjoss.2022.174331
Farah Abd ulghani; رفل ادیب الحمدانی. "Shrinkage estimators in inverse Gaussian regression model: Subject review". IRAQI JOURNAL OF STATISTICAL SCIENCES, 19, 1, 2022, 72-82. doi: 10.33899/iqjoss.2022.174331
(2022). 'Shrinkage estimators in inverse Gaussian regression model: Subject review', IRAQI JOURNAL OF STATISTICAL SCIENCES, 19(1), pp. 72-82. doi: 10.33899/iqjoss.2022.174331
Shrinkage estimators in inverse Gaussian regression model: Subject review. IRAQI JOURNAL OF STATISTICAL SCIENCES, 2022; 19(1): 72-82. doi: 10.33899/iqjoss.2022.174331
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