Two-parameter ridge estimator in the binary logistic regression

DOI10.1080/03610918.2016.1224348zbMath1462.62404OpenAlexW2589529471MaRDI QIDQ4607365

Asir Genc, Yasin Asar

Publication date: 13 March 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1224348

zbMATH Keywords

Monte Carlo simulationlogistic regressionMLEMSEmulticollinearityridge estimator

Mathematics Subject Classification ID

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

Related Items (4)

Improved two-parameter estimators for the negative binomial and Poisson regression models ⋮ Two parameter Ridge estimator in the inverse Gaussian regression model ⋮ Defining a two-parameter estimator: a mathematical programming evidence ⋮ Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Iterative algorithms of biased estimation methods in binary logistic regression
• Two-parameter ridge regression and its convergence to the eventual pairwise model
• On Ridge Parameters in Logistic Regression
• Ridge regression in two-parameter solution
• A Monte Carlo Study of Recent Ridge Parameters
• A new class of blased estimate in linear regression
• Performance of Some New Ridge Regression Estimators
• Liu-Type Logistic Estimator
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

This page was built for publication: Two-parameter ridge estimator in the binary logistic regression