Mean squared error of ridge estimators in logistic regression

DOI10.1111/stan.12201OpenAlexW2995922853WikidataQ126592255 ScholiaQ126592255MaRDI QIDQ6067676

Rok Blagus, Jelle J. Goeman

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12201

zbMATH Keywords

James-Stein estimatoradmissibilityJeffreys invariant priorgeneralized squared lossmultidimensional location parameter

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Statistical decision theory (62Cxx)

Cites Work

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• Alternative estimators in logistic regression when the data are collinear
• Application of Shrinkage Techniques in Logistic Regression Analysis: A Case Study
• Bias reduction of maximum likelihood estimates
• Ridge Estimators in Logistic Regression
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

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