The stochastic restricted ridge estimator in generalized linear models

DOI10.1007/S00362-019-01142-7MaRDI QIDQ2065286zbMATH OpenOpenAlexWikidataFDO

Authors M. Revan Özkale, Hans Nyquist

Publication date 7 January 2022

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-019-01142-7

zbMATH Keywords

ridge regressiongeneralized linear modelssampling distributionrestricted estimationstochastic restrictions

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 3734975 (Why is no real title available?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
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• A stochastic restricted ridge regression estimator
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• Iterative algorithms of biased estimation methods in binary logistic regression
• Linear models. Least squares and alternatives
• Liu estimation in generalized linear models: application on gamma distributed response variable
• More on the restricted ridge regression estimation
• Multivariate statistical modelling based on generalized linear models.
• On ordinary ridge regression in generalized linear models
• On the Use of Incomplete Prior Information in Regression Analysis
• On the compatibility of sample and prior information in the mixed regression model
• On the restricted Liu estimator in the logistic regression model
• On the ridge regression estimator with sub-space restriction
• Restricted Estimation of Generalized Linear Models
• Restricted Liu estimator in generalized linear models: Monte Carlo simulation studies on gamma and Poisson distributed responses
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• Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses
• Restricted ridge estimator in the logistic regression model
• Ridge regression iterative estimation of the biasing parameter
• Ridge regression methodology in partial linear models with correlated errors
• Ridge regression:some simulations
• The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses

Cited in

(8)

• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions
• A stochastic restricted ridge regression estimator
• Restricted Estimation of Generalized Linear Models
• Ridge Estimation under the Stochastic Restriction
• Efficiency of the generalized restricted difference-based almost unbiased ridge estimator in partially linear model
• The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses
• Multiple observers ranked set samples for shrinkage estimators

Describes a project that uses

Uses Software

• Fahrmeir

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