Robust Negative Binomial Regression via the Kibria–Lukman Strategy: Methodology and Application

Autor: Adewale F. Lukman, Olayan Albalawi, Mohammad Arashi, Jeza Allohibi, Abdulmajeed Atiah Alharbi, Rasha A. Farghali
Jazyk: angličtina
Rok vydání: 2024
Předmět:
Zdroj: Mathematics, Vol 12, Iss 18, p 2929 (2024)
Druh dokumentu: article
ISSN: 2227-7390
DOI: 10.3390/math12182929
Popis: Count regression models, particularly negative binomial regression (NBR), are widely used in various fields, including biometrics, ecology, and insurance. Over-dispersion is likely when dealing with count data, and NBR has gained attention as an effective tool to address this challenge. However, multicollinearity among covariates and the presence of outliers can lead to inflated confidence intervals and inaccurate predictions in the model. This study proposes a comprehensive approach integrating robust and regularization techniques to handle the simultaneous impact of multicollinearity and outliers in the negative binomial regression model (NBRM). We investigate the estimators’ performance through extensive simulation studies and provide analytical comparisons. The simulation results and the theoretical comparisons demonstrate the superiority of the proposed robust hybrid KL estimator (M-NBKLE) with predictive accuracy and stability when multicollinearity and outliers exist. We illustrate the application of our methodology by analyzing a forestry dataset. Our findings complement and reinforce the simulation and theoretical results.
Databáze: Directory of Open Access Journals
Nepřihlášeným uživatelům se plný text nezobrazuje