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Shrinkage estimators in zero-inflated Bell regression model with application

2024/03/01 by Solmaz Seifollahi, Seifollahi, Solmaz, Hossein Bevrani +3
Physics and Astronomy · #Opinion Dynamics and Social Influence

paper · pdf · doi:10.48550/arxiv.2403.00749

Abstract

We propose Stein-type estimators for zero-inflated Bell regression models by incorporating information on model parameters. These estimators combine the advantages of unrestricted and restricted estimators. We derive the asymptotic distributional properties, including bias and mean squared error, for the proposed shrinkage estimators. Monte Carlo simulations demonstrate the superior performance of our shrinkage estimators across various scenarios. Furthermore, we apply the proposed estimators to analyze a real dataset, showcasing their practical utility.

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