Improving the estimators of the parameters of a probit regression model: a ridge regression approach (Q434542)
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scientific article; zbMATH DE number 6056768
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| English | Improving the estimators of the parameters of a probit regression model: a ridge regression approach |
scientific article; zbMATH DE number 6056768 |
Statements
Improving the estimators of the parameters of a probit regression model: a ridge regression approach (English)
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16 July 2012
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dominance
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preliminary test
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probit regression model
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relative efficiency
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risk function
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shrinkage estimation
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0.8482882976531982
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0.8246548771858215
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0.8131163120269775
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0.7959110736846924
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0.7867387533187866
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