A restricted gamma ridge regression estimator combining the gamma ridge regression and the restricted maximum likelihood methods of estimation

DOI10.1080/00949655.2021.2005063MaRDI QIDQ5083340zbMATH OpenOpenAlexFDO

Authors M. Qasim, Muhammad Nauman Akram, Muhammad Amin, Kristofer Mansson

Publication date 22 June 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/00949655.2021.2005063

zbMATH Keywords

gamma regression modelmaximum likelihood estimatormean squared errormulticollinearityrestricted gamma ridge regression estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Restricted Estimation of Generalized Linear Models
• Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses
• Restricted ridge estimator in the logistic regression model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The Distribution of the Kolmogorov–Smirnov, Cramer–von Mises, and Anderson–Darling Test Statistics for Exponential Populations with Estimated Parameters

Cited in

(2)

• A new Liu-type estimator for the gamma regression model
• Weighted penalized m-estimators in robust ridge regression: an application to gasoline consumption data

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Uses Software

• alr3

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