Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses

DOI10.1080/03610918.2017.1408822OpenAlexW2774382334MaRDI QIDQ5085925

M. Revan Özkale, Fikriye Kurtoğlu

Publication date: 30 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2017.1408822

zbMATH Keywords

mean squared errorPoisson distributionmulticollinearitygeneralized linear modelsrestricted ridge estimation

Mathematics Subject Classification ID

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

Related Items (4)

A restricted gamma ridge regression estimator combining the gamma ridge regression and the restricted maximum likelihood methods of estimation ⋮ The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses ⋮ The stochastic restricted ridge estimator in generalized linear models ⋮ Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm

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