Performance of some ridge regression estimators for the multinomial logit model

DOI10.1080/03610926.2013.784996OpenAlexW2058495667MaRDI QIDQ5160213FDOQ5160213

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

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zbMATH Keywords

ridge regressionsimulationestimationmulticollinearityLSEMSEmultinomial logit

Mathematics Subject Classification ID

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

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
• Performance of some new preliminary test ridge regression estimators and their properties
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• 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
• On ridge parameters in logistic regression
• Some Modifications for Choosing Ridge Parameters
• Choosing Ridge Parameter for Regression Problems
• A Simulation Study of Alternatives to Ordinary Least Squares
• On developing ridge regression parameters: a graphical investigation
• A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data

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

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