Model selection and post estimation based on a pretest for logistic regression models
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Publication:5221548
DOI10.1080/00949655.2016.1167894OpenAlexW2332977150MaRDI QIDQ5221548FDOQ5221548
Supranee Lisawadi, Muhammad Kashif Ali Shah, S. Ejaz Ahmed
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2016.1167894
linear shrinkage estimatorasymptotic distributional biaspreliminary test estimatorasymptotic quadratic risksubspace information
Cites Work
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- Penalty, shrinkage and pretest strategies. Variable selection and estimation
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
- Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
- Logistic regression models.
- Shrinkage and penalty estimators of a Poisson regression model
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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
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