Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data

DOI10.1007/S00362-019-01123-WMaRDI QIDQ2066537zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 14 January 2022

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-019-01123-w

zbMATH Keywords

generalized linear modelsmulticollinearityrelative efficiencyridge regressionStein-type shrinkage

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Cites work

• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new two-parameter estimator for the Poisson regression model
• Evaluation of the predictive performance of the r-k and r-d class estimators
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Improved ridge regression estimators for the logistic regression model
• Linear model methodology.
• Liu-type estimator for the gamma regression model
• Liu-Type Negative Binomial Regression: A Comparison of Recent Estimators and Applications
• Local Asymptotic Specification Error Analysis
• Model selection and post estimation based on a pretest for logistic regression models
• On ordinary ridge regression in generalized linear models
• On ridge parameters in logistic regression
• On some ridge regression estimators: a nonparametric approach
• On the restricted Liu estimator in the logistic regression model
• Optimal partial ridge estimation in restricted semiparametric regression models
• Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
• Performance of some ridge estimators for the gamma regression model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• Shrinkage ridge estimators in linear regression
• Shrinkage, pretest, and penalty estimators in generalized linear models
• Some new methods to solve multicollinearity in logistic regression

Cited in

(10)

• Ridge estimation in generalized linear models and proportional hazards regressions
• Penalized and ridge-type shrinkage estimators in Poisson regression model
• Generalized two-parameter estimators in the multinomial logit regression model: methods, simulation and application
• Cox regression analysis in presence of collinearity: an application to assessment of health risks associated with occupational radiation exposure
• Shrinkage estimation in the zero-inflated Poisson regression model with right-censored data
• A weighted average limited information maximum likelihood estimator
• The Wald-type confidence interval on the mean response function of the Poisson inverse Gaussian ridge regression
• Efficient and improved ridge-type shrinkage estimators in low and high dimensional Cox proportional hazards regression model
• Jackknifed estimators for generalized linear models with multicollinearity
• A new estimator for the multicollinear logistic regression model

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Uses Software

• R

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