On ordinary ridge regression in generalized linear models

DOI10.1080/03610929208830909zbMath0775.62185OpenAlexW2021335009MaRDI QIDQ4202733

Bo Segerstedt

Publication date: 4 October 1993

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

Full work available at URL: https://doi.org/10.1080/03610929208830909

Mathematics Subject Classification ID

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

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Cites Work

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• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Logistic regression diagnostics
• Ridge estimation in logistic regression
• Alternative estimators in logistic regression when the data are collinear
• Restricted Estimation of Generalized Linear Models
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems

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