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

DOI10.1080/03610918.2019.1650181MaRDI QIDQ5082685zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Performance of some ridge estimators for the gamma regression model
• On ridge parameters in logistic regression
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Performance of some ridge regression estimators for the multinomial logit model
• On developing ridge regression parameters: a graphical investigation

Cites work

• scientific article; zbMATH DE number 193125 (Why is no real title available?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A Simulation Study of Alternatives to Ordinary Least Squares
• A Simulation Study of Some Ridge Estimators
• A simulation study of ridge and other regression estimators
• Alternative estimators in logistic regression when the data are collinear
• Choosing Ridge Parameter for Regression Problems
• Collinearity in generalized linear models
• Developing Ridge Parameters for SUR Model
• Liu estimation in generalized linear models: application on gamma distributed response variable
• Liu-type estimator for the gamma regression model
• On Some Ridge Regression Estimators: An Empirical Comparisons
• On developing ridge regression parameters: a graphical investigation
• On ordinary ridge regression in generalized linear models
• Performance of Some New Ridge Regression Estimators
• Performance of some ridge estimators for the gamma regression model
• Restricted Estimation of Generalized Linear Models
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• Some Modifications for Choosing Ridge Parameters

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

This page was built for publication: Modified ridge parameter estimators for log-gamma model: Monte Carlo evidence with a graphical investigation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5082685)