Modified ridge parameter estimators for log-gamma model: Monte Carlo evidence with a graphical investigation
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Publication:5082685
DOI10.1080/03610918.2019.1650181zbMath1497.62189OpenAlexW2965229291MaRDI QIDQ5082685
Publication date: 21 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1650181
Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)
Related Items (3)
Developed first-order approximated estimators for the gamma distributed response variable ⋮ Inverse Gaussian Liu-type estimator ⋮ Almost unbiased ridge estimator in the gamma regression model
Cites Work
- Performance of some ridge estimators for the gamma regression model
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- Alternative estimators in logistic regression when the data are collinear
- A Simulation Study of Some Ridge Estimators
- Ridge regression:some simulations
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- A simulation study of ridge and other regression estimators
- A Simulation Study of Alternatives to Ordinary Least Squares
- On ordinary ridge regression in generalized linear models
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- Performance of Some New Ridge Regression Estimators
- Restricted Estimation of Generalized Linear Models
- Liu-type estimator for the gamma regression model
- Developing Ridge Parameters for SUR Model
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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