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Performance of some ridge regression estimators for the multinomial logit model - MaRDI portal

Performance of some ridge regression estimators for the multinomial logit model (Q5160213)

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scientific article; zbMATH DE number 7416410
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Performance of some ridge regression estimators for the multinomial logit model
scientific article; zbMATH DE number 7416410

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    Performance of some ridge regression estimators for the multinomial logit model (English)
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    28 October 2021
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    estimation
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    LSE
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    MSE
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    multicollinearity
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    multinomial logit
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    ridge regression
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    simulation
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