Model selection and post estimation based on a pretest for logistic regression models
From MaRDI portal
Publication:5221548
Cites work
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- scientific article; zbMATH DE number 1547349 (Why is no real title available?)
- Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
- Logistic regression models.
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
- Penalty, shrinkage and pretest strategies. Variable selection and estimation
- Shrinkage and penalty estimators of a Poisson regression model
- Shrinkage estimation and selection for a logistic regression model
Cited in
(9)- Regression Models for the Analysis of Pretest/Posttest Data
- Improved shrinkage estimators in zero-inflated negative binomial regression model
- Using shrinkage strategies to estimate fixed effects in zero-inflated negative binomial mixed model
- A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model
- A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model
- Penalty, post pretest and shrinkage strategies in a partially linear model
- Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data
- Adaptive estimation strategies in gamma regression model
- Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses
This page was built for publication: Model selection and post estimation based on a pretest for logistic regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5221548)
