Principal component estimation for generalized linear regression

DOI10.1093/BIOMET/77.1.23MaRDI QIDQ3034696zbMATH OpenOpenAlexFDO

Authors 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

continuous explanatory variablesexponential family responsegeneralized linear regressionill-conditioned information matrixmaximum likelihood estimationmean squared errorPoisson response dataprincipal component estimators

Mathematics Subject Classification ID

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

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Cited in

(28)

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• A continuum of principal component generalized linear regressions
• Sparse principal component regression for generalized linear models
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• Iterative algorithms of biased estimation methods in binary logistic regression
• A general restricted estimator in binary logistic regression in the presence of multicollinearity
• Multinomial principal component logistic regression on shape data
• Principal component logistic regression
• The principal correlation components estimator and its optimality
• Use of the principal component method in the maximum likelihood estimation procedure of the logit model
• Supervised component generalized linear regression using a PLS-extension of the Fisher scoring algorithm
• Applied regression analysis bibliography update 1990-91
• Collinearity in generalized linear regression
• Fisher lecture: Dimension reduction in regression
• scientific article; zbMATH DE number 5252 (Why is no real title available?)
• 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
• The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses
• Restricted Liu estimator in generalized linear models: Monte Carlo simulation studies on gamma and Poisson distributed responses
• 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
• Poisson PCA: Poisson measurement error corrected PCA, with application to microbiome data
• One-step closed-form estimator for generalized linear model with categorical explanatory variables
• Detecting shifts in Conway-Maxwell-Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity
• First-order \(r\)-\(d\) class estimator in binary logistic regression model

Describes a project that uses

Uses Software

• GLIM

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