Optimal stochastic restricted logistic estimator

DOI10.1007/S00362-019-01121-YMaRDI QIDQ2066535zbMATH OpenOpenAlexWikidataFDO

Authors Nagarajah Varathan, Pushpakanthie Wijekoon

Publication date 14 January 2022

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-019-01121-y

zbMATH Keywords

logistic regressionmean square errormulticollinearityoptimal estimatorscalar mean square error

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

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Cites work

• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Developing a restricted two-parameter Liu-type estimator: A comparison of restricted estimators in the binary logistic regression model
• scientific article; zbMATH DE number 3144846 (Why is no real title available?)
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• Linear models. Least squares and alternatives
• Liu-type logistic estimator
• Logistic Liu estimator under stochastic linear restrictions
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• Modified restricted Liu estimator in logistic regression model
• New Shrinkage Parameters for the Liu-type Logistic Estimators
• On almost unbiased ridge logistic estimator for the logistic regression model
• On ridge parameters in logistic regression
• On the restricted Liu estimator in the logistic regression model
• On the small sample properties of norm-restricted maximum likelihood estimators for logistic regression models
• Optimal generalized logistic estimator
• Performance of Some New Ridge Regression Estimators
• Predictive performance of linear regression models
• Restricted ridge estimator in the logistic regression model
• Using principal components for estimating logistic regression with high-dimensional multicollinear data

Cited in

(6)

• Logistic Liu estimator under stochastic linear restrictions
• Optimal estimator for logistic model with distribution-free random intercept
• Optimal generalized logistic estimator
• On the stochastic restricted Liu estimator in logistic regression model
• Penalized logistic regression with prior information for microarray gene expression classification
• Restricted Liu estimator under stochastic linear restrictions in generalized linear models: theory and applications

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