A jackknifed ridge estimator in probit regression model

DOI10.1080/02331888.2020.1775597zbMath1450.62083OpenAlexW3029940693MaRDI QIDQ5119169

Kadriye Kılınç, Yasin Asar

Publication date: 3 September 2020

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2020.1775597

zbMATH Keywords

mean squared errorprobit modelmulticollinearityridge estimatorjackknifed ridge estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40)

Uses Software

• R
• glm

Cites Work

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