Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations.
سال انتشار: 1402
نوع سند: مقاله ژورنالی
زبان: انگلیسی
مشاهده: 246
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شناسه ملی سند علمی:
JR_JMMF-2-2_006
تاریخ نمایه سازی: 19 بهمن 1401
چکیده مقاله:
The paper considers the problem of estimation of the parameters in finite mixture models. In this article, a new method is proposed for of estimation of the parameters in finite mixture models. Traditionally, the parameter estimation in finite mixture models is performed from a likelihood point of view by exploiting the expectation maximization (EM) method and the Least Square Principle. Ridge regression is an alternative to the ordinary least squares method when multicollinearity presents among the regressor variables in multiple linear regression analysis.Accordingly, we propose a new shrinkage ridge estimation approach. Based on this principle, we propose an iterative algorithm called Ridge-Iterative Weighted least Square (RIWLS) to estimate the parameters. Monte-Carlo simulation studies are conducted to appraise the performance of our method. The results show that the Proposed estimator perform better than the IWLS method.
کلیدواژه ها:
نویسندگان
Sajad Nezamdoust
Allameh Tabataba&#۰۳۹;i University
Farzad Skandari
Allameh, Tabatabai University