Seminar in Statistics: Liu estimator for the beta regression model
Speaker:
Dr. Peter Karlsson
Dear Colleagues,
With this email I gladly invite you to the ’online’ statistical seminar at Handelshögskolan. This week, on Thursday 20th May, we host Dr. Peter Karlsson, senior lecturer at the Department of Economics and Statistics, School of Business and Economics, Linnaeus University, who at 13.30-14.15, will present his recent research.
Title: Liu estimator for the beta regression model and its application to chemical data
Abstract: Beta regression has become a popular alternative to logistic regression on data in which the dependent variable is restricted to the interval [0, 1]. A Liu estimator is proposed for the beta regression model with fixed dispersion parameter that could be used in situations when the degree of correlation among the regressors differs. In a simulation study, then the properties of six different suggested estimators of the shrinkage parameter are investigate and compared with the MLE. The simulation results shows that in the presence of multicollinearity, the Liu estimator outperforms the MLE uniformly. Finally, the advantage of the new approach is demonstrated in an empirical application on chemical data.
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N.B: Please spread this to relevant colleagues/friends who might find it worth attending.
Best regards,
Farrukh
University:
Time of Seminar:
2021-05-20 15:30 to 16:30
Location:
Online at Zoom