Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm

DOI10.1007/s00362-022-01304-0zbMath1502.62080MaRDI QIDQ2110353

M. Revan Özkale, Atif Abbasi

Publication date: 21 December 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-022-01304-0

zbMATH Keywords

genetic algorithm; Liu estimator; ridge estimator; exact restrictions; OK estimator; two parameter estimator

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J12: Generalized linear models (logistic models)

62J20: Diagnostics, and linear inference and regression

Uses Software

• GA