New robust two-parameter estimator for overcoming outliers and multicollinearity in Poisson regression model

New robust two-parameter estimator for overcoming outliers and multicollinearity in Poisson regression model

Abstract The Poisson maximum likelihood estimator (PMLE) is commonly used to estimate the coefficients of the Poisson regression model (PRM). However, it is well known that the PMLE is highly sensitive to outliers, which can distort the estimated coefficients and lead to misleading results. Differen...

Full description

Saved in:
Bibliographic Details
Main Authors: Hebatalla H. Mohammad, Ali T. Hammad, Abeer A. EL-Helbawy, Zakiah I. Kalantan, Alexis Habineza, Eslam Hussam, Ahmed M. Gemeay
Format: Article
Language:English
Published: Nature Portfolio 2025-07-01
Series:Scientific Reports
Subjects:
Poisson regression model
Robust estimators
Multicollinearity
Outliers
Transformed M-estimator
Biased estimators.
Online Access:https://doi.org/10.1038/s41598-025-12646-8
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items

Similar Items