Performance of some ridge regression estimators for the multinomial logit model

DOI10.1080/03610926.2013.784996OpenAlexW2058495667MaRDI QIDQ5160213

B. M. Golam Kibria, Ghazi Shukur, Kristofer Månsson

Publication date: 28 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.784996

zbMATH Keywords

LSEestimationsimulationridge regressionMSEmulticollinearitymultinomial logit

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items

Generalized two-parameter estimators in the multinomial logit regression model: methods, simulation and application

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