Jackknifed Liu-type Estimator in Poisson Regression Model

The Liu estimator has consistently been demonstrated to be an attractive shrinkage method for reducing the eects of multicollinearity. The Poisson regression model is a well-known model in applications when the response variable consists of count data. However, it is known that multicollinearity negatively aects the variance of the maximum likelihood estimator (MLE) of the Poisson regression coecients. To address this problem, a Poisson Liu estimator has been proposed by numerous researchers. In this paper, a Jackknifed Liu-type Poisson estimator (JPLTE) is proposed and derived. The idea behind the JPLTE is to decrease the shrinkage parameter and, therefore, improve the resultant estimator by reducing the amount of bias. Our Monte Carlo simulation results suggest that the JPLTE estimator can bring significant improvements relative to other existing estimators. In addition, the results of a real application demonstrate that the JPLTE estimator outperforms both the Poisson Liu estimator and the maximum likelihood estimator in terms of predictive performance