Science Journal of Applied Mathematics and Statistics

Volume 9, Issue 4, August 2021

  • Assessing the Impact of Square Root Transformation on Weibull-Distributed Error Component of a Multiplicative Error Model

    Onyemachi Chris Uchechi

    Issue: Volume 9, Issue 4, August 2021
    Pages: 94-105
    Received: 8 July 2021
    Accepted: 19 July 2021
    Published: 27 July 2021
    Abstract: This paper aims at determining if the assumed fundamental structure of the error component (unit mean and constant variance) is maintained after the square root transformation of a Weibull-distributed error component of a multiplicative model and also to investigate what happens to variance of the transformed and untransformed in terms of equality ... Show More
  • On the Restricted Poisson Ridge Regression Estimator

    Enas Gawdat Yehia

    Issue: Volume 9, Issue 4, August 2021
    Pages: 106-112
    Received: 2 August 2021
    Accepted: 19 August 2021
    Published: 26 August 2021
    Abstract: For modeling count data, the Poisson regression model is widely used in which the response variable takes non-negative integer values. However, the presence of strong correlation between the explanatory variables causes the problem of multicollinearity. Due to multicollinearity, the variance of the maximum likelihood estimator (MLE) will be inflate... Show More