Modified ridge parameter estimators for log-gamma model: Monte Carlo evidence with a graphical investigation

DOI10.1080/03610918.2019.1650181zbMATH Open1497.62189OpenAlexW2965229291MaRDI QIDQ5082685FDOQ5082685

Authors: Fikriye Kurtoğlu 

Publication date: 21 June 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1650181

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zbMATH Keywords

generalized linear modelsmean squared errorlog-gamma modelridge parameter estimator

Mathematics Subject Classification ID

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
• Title not available (Why is that?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Performance of Some New Ridge Regression Estimators
• A Simulation Study of Some Ridge Estimators
• Ridge regression:some simulations
• Restricted Estimation of Generalized Linear Models
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Alternative estimators in logistic regression when the data are collinear
• A simulation study of ridge and other regression estimators
• Developing Ridge Parameters for SUR Model
• Collinearity in generalized linear models
• Liu estimation in generalized linear models: application on gamma distributed response variable
• Some Modifications for Choosing Ridge Parameters
• On ordinary ridge regression in generalized linear models
• Choosing Ridge Parameter for Regression Problems
• Performance of some ridge estimators for the gamma regression model
• A Simulation Study of Alternatives to Ordinary Least Squares
• Liu-type estimator for the gamma regression model
• On developing ridge regression parameters: a graphical investigation

Cited In (4)

• Inverse Gaussian Liu-type estimator
• Developed first-order approximated estimators for the gamma distributed response variable
• Performance of some ridge estimators for the gamma regression model
• Almost unbiased ridge estimator in the gamma regression model

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