Performance of some ridge regression estimators for the multinomial logit model

DOI10.1080/03610926.2013.784996MaRDI QIDQ5160213zbMATH OpenOpenAlexFDO

Authors Kristofer Mansson, Ghazi Shukur, B. M. Golam Kibria

Publication date 28 October 2021

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

Full work available at URL https://doi.org/10.1080/03610926.2013.784996

zbMATH Keywords

ridge regressionsimulationestimationmulticollinearityLSEMSEmultinomial logit

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• On ridge parameters in logistic regression
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Performance of Some New Ridge Regression Estimators
• A simulation study of some ridge regression estimators under different distributional assump\-tions
• On developing ridge regression parameters: a graphical investigation

Cites work

• scientific article; zbMATH DE number 3152611 (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
• A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data
• Alternative estimators in logistic regression when the data are collinear
• Choosing Ridge Parameter for Regression Problems
• Developing Ridge Parameters for SUR Model
• On Some Ridge Regression Estimators: An Empirical Comparisons
• On developing ridge regression parameters: a graphical investigation
• On ridge parameters in logistic regression
• Performance of Some New Ridge Regression Estimators
• Performance of some new preliminary test ridge regression estimators and their properties
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Some Modifications for Choosing Ridge Parameters
• Theory of Preliminary Test and Stein‐Type Estimation With Applications

Cited in

(9)

• Generalized two-parameter estimators in the multinomial logit regression model: methods, simulation and application
• A simulation study on some restricted ridge regression estimators
• Performance of some ridge parameters for probit regression: with application to Swedish job search data
• Performance of Kibria's methods in partial linear ridge regression model
• A simulation study of some biasing parameters for the ridge type estimation of Poisson regression
• A simulation study of some ridge regression estimators under different distributional assump\-tions
• On ridge parameters in logistic regression
• Modified ridge parameter estimators for log-gamma model: Monte Carlo evidence with a graphical investigation
• Determining the optimal ridge parameter in logistic regression

This page was built for publication: Performance of some ridge regression estimators for the multinomial logit model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5160213)