Shrinkage and penalty estimators of a Poisson regression model

DOI10.1111/J.1467-842X.2012.00679.XzbMATH Open1334.62127MaRDI QIDQ2802803FDOQ2802803

S. Ejaz Ahmed, Shakhawat Hossain

Publication date: 27 April 2016

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

shrinkage estimatorslikelihood ratio testMonte Carlo simulationPoisson regressionasymptotic distributional bias and riskpenalty estimators

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Least angle regression. (With discussion)
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sparsity and Smoothness Via the Fused Lasso
• Model Selection and Estimation in Regression with Grouped Variables
• Title not available (Why is that?)
• Unified LASSO Estimation by Least Squares Approximation
• Smoothly Clipped Absolute Deviation on High Dimensions
• A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• ESTIMATION OF REGRESSION COEFFICIENTS IN AN EXPONENTIAL REGRESSION MODEL WITH CENSORED OBSERVATIONS
• LASSO and shrinkage estimation in Weibull censored regression models
• Risk comparison of some shrinkage M-estimators in linear models
• A local maximum likelihood estimator for Poisson regression
• Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
• Applied Linear Models with SAS

Cited In (13)

• On the James-Stein estimator for the poisson regression model
• Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model
• Model selection and parameter estimation of a multinomial logistic regression model
• On reverse shrinkage effects and shrinkage overshoot
• Model selection and post estimation based on a pretest for logistic regression models
• A comparative study of four estimators for analyzing the random event rate of the poisson process
• Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data
• Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models
• A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model
• Improved shrinkage estimators in the beta regression model with application in econometric and educational data
• Poisson average maximum likelihood-centered penalized estimator: a new estimator to better address multicollinearity in Poisson regression
• Segmentation of the Poisson and negative binomial rate models: a penalized estimator
• Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy

Uses Software

• glmnet

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