Principal component estimation for generalized linear regression

DOI10.1093/biomet/77.1.23zbMath0692.62051OpenAlexW2052311700MaRDI QIDQ3034696

Brian D. Marx, Eric P. Smith

Publication date: 1990

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/77.1.23

zbMATH Keywords

maximum likelihood estimationmean squared errorgeneralized linear regressioncontinuous explanatory variablesprincipal component estimatorsexponential family responseill-conditioned information matrixPoisson response data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (18)

A continuum of principal component generalized linear regressions ⋮ Iterative algorithms of biased estimation methods in binary logistic regression ⋮ Collinearity in generalized linear regression ⋮ The principal correlation components estimator and its optimality ⋮ Identification of outlying and influential data with principal components regression estimation in binary logistic regression ⋮ Performance of the almost unbiased ridge-type principal component estimator in logistic regression model ⋮ Principal component ridge type estimator for the inverse Gaussian regression model ⋮ A general restricted estimator in binary logistic regression in the presence of multicollinearity ⋮ Multinomial principal component logistic regression on shape data ⋮ The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses ⋮ First-order \(r\)-\(d\) class estimator in binary logistic regression model ⋮ Fisher lecture: Dimension reduction in regression ⋮ The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses ⋮ Nonparametric Principal Components Regression ⋮ A new biased estimator in logistic regression model ⋮ Using principal components for estimating logistic regression with high-dimensional multicollinear data ⋮ Applied regression analysis bibliography update 1990-91 ⋮ Unnamed Item

Uses Software

• GLIM

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