Restricted ride estimator in the Poisson regression model

Abstract

Poisson regression model is the standard statistical method for analyzing count data. Its parameters are usually estimated using maximum likelihood (ML) method. However, the ML method is very sensitive to multicollinearity. Ridge estimator was proposed in Poisson regression model. A restricted ridge estimator is proposed. Simulation and real data example results demonstrate that the proposed estimator is outperformed ML and Poisson ridge estimator.