Liu estimation in generalized linear models: application on gamma distributed response variable

DOI10.1007/s00362-016-0814-3zbMath1416.62427MaRDI QIDQ2374426

M. Revan Özkale, Fikriye Kurtoğlu

Publication date: 15 December 2016

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

Full work available at URL: https://doi.org/10.1007/s00362-016-0814-3

zbMATH Keywords

mean squared error; multicollinearity; generalized linear model; Liu estimator

Mathematics Subject Classification ID

62J12: Generalized linear models (logistic models)

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Uses Software

• R
• ggplot2
• Stata
• glm

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Linear Model Methodology
• Collinearity in generalized linear models
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• On ordinary ridge regression in generalized linear models
• A new class of blased estimate in linear regression
• Restricted Estimation of Generalized Linear Models
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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