This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Pre-test estimation in Poisson regression model

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
S. K. Sapra

Additional information is available for the following registered author(s):

Abstract

Pre-test estimation has been studied extensively for linear regression and simultaneous equation models. Recently attention has turned to pre-test estimation in non-linear models. This article studies pre-test maximum likelihood estimation in Poisson regression model. It presents its risk characteristics and compare them with those of restricted and unrestricted maximum likelihood estimators based on squared error loss function in a Monte Carlo experiment.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://taylorandfrancis.metapress.com/link.asp?target=contribution&id=38YXRFR3NUD9E8XU
File Format: text/html
File Function:
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Economics Letters.

Volume (Year): 10 (2003)
Issue (Month): 9 (July)
Pages: 541-543
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:taf:apeclt:v:10:y:2003:i:9:p:541-543

Contact details of provider:
Web page: http://www.tandf.co.uk/journals/routledge/13504851.html

Order Information:
Web: http://www.tandf.co.uk/journals/subscription.html

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Judge, G.G. & Bock, M.E., 1983. "Biased estimation," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 10, pages 599-649 Elsevier. [Downloadable!] (restricted)
  2. Kim, Minbo & CarterHill, R., 1995. "Shrinkage estimation in nonlinear regression The Box-Cox transformation," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 1-33. [Downloadable!] (restricted)
  3. Adkins, Lee C. & Hill, R. Carter, 1989. "Risk characteristics of a stein-like estimator for the probit regression model," Economics Letters, Elsevier, vol. 30(1), pages 19-26. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? All top Economics journals are listed on RePEc.

This page was last updated on 2009-12-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.