Alternative estimators in logistic regression when the data are collinear
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Publication:3729843
DOI10.1080/00949658608810925zbMath0596.62060OpenAlexW1968197874MaRDI QIDQ3729843
Publication date: 1986
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949658608810925
simulation studyLogistic regressioncollinearityridge estimatorStein estimatorprincipal component estimatorconditional maximum likelihood estimationinflated variance
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) General nonlinear regression (62J02)
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