On ridge parameters in logistic regression

DOI10.1080/03610926.2010.500111zbMATH Open1225.62098OpenAlexW1990655238MaRDI QIDQ3100657FDOQ3100657

Authors: Kristofer Mansson, Ghazi Shukur 

Publication date: 18 November 2011

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.500111

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zbMATH Keywords

maximum likelihoodridge regressionmulticollinearityMonte Carlo simulationsMSE

Mathematics Subject Classification ID

General nonlinear regression (62J02) Monte Carlo methods (65C05) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Performance of Some New Ridge Regression Estimators
• Ridge regression:some simulations
• Performance of some new preliminary test ridge regression estimators and their properties
• Title not available (Why is that?)
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests
• A simulation study of ridge and other regression estimators
• Choosing Ridge Parameter for Regression Problems

Cited In (45)

• Particle swarm optimization based ridge logistic estimator
• A new multicollinearity diagnostic for generalized linear models
• On the performance of some new Liu parameters for the gamma regression model
• On some beta ridge regression estimators: method, simulation and application
• A new Liu-type estimator for the Inverse Gaussian Regression Model
• A new Liu-type estimator in binary logistic regression models
• Ridge Estimators in Logistic Regression
• Ridge estimation in logistic regression
• A restricted Liu estimator for binary regression models and its application to an applied demand system
• Modified robust ridge M-estimators for linear regression models: an application to tobacco data
• Inverse Gaussian Liu-type estimator
• New robust ridge estimators for the linear regression model with outliers
• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses
• Bayesian Estimation of the Log–linear Exponential Regression Model with Censorship and Collinearity
• A new alternative estimation method for Liu-type logistic estimator via particle swarm optimization: an application to data of collapse of Turkish commercial banks during the Asian financial crisis
• Ridge estimation in generalized linear models and proportional hazards regressions
• Generalized two-parameter estimators in the multinomial logit regression model: methods, simulation and application
• Improved two-parameter estimators for the negative binomial and Poisson regression models
• Some ridge regression estimators for the zero-inflated Poisson model
• Liu-Type Negative Binomial Regression: A Comparison of Recent Estimators and Applications
• A two-parameter estimator in the negative binomial regression model
• Performance of some ridge parameters for probit regression: with application to Swedish job search data
• Bootstrap Liu estimators for Poisson regression model
• A new improved Liu-type estimator for Poisson regression models
• A new biased estimator in logistic regression model
• Title not available (Why is that?)
• Iterative algorithms of biased estimation methods in binary logistic regression
• Performance of some ridge regression estimators for the multinomial logit model
• On a new class of binomial ridge-type regression estimators
• Identifying a class of Ridge-type estimators in binary logistic regression models
• Liu-type multinomial logistic estimator
• Two-parameter ridge estimator in the binary logistic regression
• First-order \(r\)-\(d\) class estimator in binary logistic regression model
• A new estimator to control collinearity problems in correlated binary response
• A general restricted estimator in binary logistic regression in the presence of multicollinearity
• Performance of some ridge estimators for the gamma regression model
• The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses
• A graphical evaluation of logistic ridge estimator in mixture experiments
• Optimal stochastic restricted logistic estimator
• Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data
• On linearized ridge logistic estimator in the presence of multicollinearity
• New Shrinkage Parameters for the Liu-type Logistic Estimators
• Robust enhanced ridge-type estimation for the Poisson regression models: application to English League Football data
• Optimum shrinkage parameter selection for ridge type estimator of Tobit model

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