In this lecture, we explain how to derive the maximum likelihood estimator (MLE) of the parameter of a Poisson distribution. Revision materialBefore reading this lecture, you might want to revise the pages on: maximum likelihood estimation; the Poisson distribution. ...
It studies characteristics of the new double-sampling rate estimator via a simulation experiment and applies the new MLE estimators and confidence intervals to a real dataset.doi:10.1111/j.1467-842X.2005.00381.xJames D. StameyDean M. Young
simulationIn a model of equioverlapping samples maximum likelihood estimation of a Poisson parameter is examined and compared with two linear unbiased estimations by mean squared error. Since a likelihood estimator is not explicitly available in general, a simulation study has been performed and the ...
Indeed, Poisson is the only QML estimator that preserves total trade flows. This result is an additional reason for preferring Poisson as a workhorse gravity model estimator.关键词: international trade gravity model poisson quasi-maximum likelihood estimator ...
We showed that the Anderson–Darling estimator is the most efficient for estimating the parameters of the proposed distribution. Our proposed methodology was also illustrated in three real data sets related to the minimum, average and the maximum flows during October at So Carlos River in Brazil ...
For a certain failure of the assumptions, namely the equidispersion restriction, the Poisson maximum likelihood estimator remains consistent. However, the estimated asymptotic covariance matrix based on (18) or (19) may miss-estimate the appropriate matrix. An estimator based on both (18) and (19...
This study introduces a new two-parameter Liu estimator (PMTPLE) for addressing the multicollinearity problem in the Poisson regression model (PRM). The estimation of the PRM is traditionally accomplished through the Poisson maximum likelihood estimator (PMLE). However, when the explanatory variables ...
We investigate the small-sample quality of the maximum likelihood estimators (MLE) of the parameters of a zero-inflated Poisson distribution (ZIP). The finite-sample bias of the MLE is determined to O(n(-1)) using an analytic bias-reduction methodology based on the work of Cox and Snell ...
The maximum likelihood estimator (MLE) suffers from the instability problem in the presence of multicollinearity for a Poisson regression model (PRM). In this study, we propose a new estimator with some biasing parameters to estimate the regression coefficients for the PRM when there is multicollinea...
maximum likelihood estimatormean squared errorIn order to combat multicollinearity, the r – d class estimator was introduced in linear and binary logistic regression models. Since the generalized linear models (GLMs) are the models that include logistic regression model, Poisson regression model, etc....