Ridge estimation in generalized linear models and proportional hazards regressions

DOI10.1080/03610926.2016.1267767zbMath1384.62260OpenAlexW2560310645MaRDI QIDQ4605230

Guanghan Liu, Steven T. Piantadosi

Publication date: 21 February 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1267767

zbMATH Keywords

generalized linear modelridge estimationproportional hazards regressionpenalized log-likelihoodpooled variation ratio

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items (1)

Performance of ridge estimator in inverse Gaussian regression model

Cites Work

• Cox regression analysis in presence of collinearity: an application to assessment of health risks associated with occupational radiation exposure
• On Ridge Parameters in Logistic Regression
• Ridge estimation in logistic regression
• On the small sample properties of norm-restricted maximum likelihood estimators for logistic regression models
• Alternative estimators in logistic regression when the data are collinear
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Ridge Regression and James-Stein Estimation: Review and Comments
• An Explicit Solution for Generalized Ridge Regression
• A Simulation Study of Alternatives to Ordinary Least Squares
• Biased Estimation in Regression: An Evaluation Using Mean Squared Error
• Spline-Based Tests in Survival Analysis
• Ridge Estimators in Logistic Regression
• Modified Ridge Regression Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Ridge estimation in generalized linear models and proportional hazards regressions