Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses

DOI10.1080/03610918.2017.1408822MaRDI QIDQ5085925

M. Revan Özkale, Fikriye Kurtoğlu

Publication date: 30 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2017.1408822

zbMATH Keywords

mean squared error; Poisson distribution; multicollinearity; generalized linear models; restricted ridge estimation

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J12: Generalized linear models (logistic models)

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