Performance of Some Ridge Parameters for Probit Regression: With Application to Swedish Job Search Data

DOI10.1080/03610918.2011.654032zbMath1347.62143OpenAlexW2039492293MaRDI QIDQ4921592

Kristofer Månsson, Håkan Locking, Ghazi Shukur

Publication date: 13 May 2013

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

Full work available at URL: https://doi.org/10.1080/03610918.2011.654032

zbMATH Keywords

maximum likelihoodridge regressionmean square errormulticollinearityprobit regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to social sciences (62P25) General nonlinear regression (62J02)

Related Items (3)

A jackknifed ridge estimator in probit regression model ⋮ A restricted Liu estimator for binary regression models and its application to an applied demand system ⋮ Bayesian Estimation of the Log–linear Exponential Regression Model with Censorship and Collinearity

Cites Work

• On Ridge Parameters in Logistic Regression
• Performance of Some New Ridge Regression Estimators
• Unnamed Item

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