Pre-test estimation in Poisson regression model

Sunil Sapra ()

Applied Economics Letters, 2003, vol. 10, issue 9, 541-543

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.

Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.informaworld.com/openurl?genre=article& ... 40C6AD35DC6213A474B5 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:10:y:2003:i:9:p:541-543

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20

DOI: 10.1080/1350485032000100215

Access Statistics for this article

Applied Economics Letters is currently edited by Anita Phillips

More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().