Improved shrinkage estimators in the beta regression model with application in econometric and educational data

DOI10.1007/S00362-022-01355-3MaRDI QIDQ6201369zbMATH OpenFDO

Authors Reza Arabi Belaghi, Yasin Asar, Rolf Larsson

Publication date 25 March 2024

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00362-022-01355-3

zbMATH Keywords

asymptotic distributional biasasymptotic distributional variancesbeta regression modelMonte Carlo simulationmulticollinearityshrinkage Liu estimators

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A new class of blased estimate in linear regression
• Almost unbiased Liu-type estimators in gamma regression model
• Beta Regression for Modelling Rates and Proportions
• Beta regression for time series analysis of bounded data, with application to Canada Google\(^{\circledR}\) Flu Trends
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• Improving the estimators of the parameters of a probit regression model: a ridge regression approach
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• On some beta ridge regression estimators: method, simulation and application
• Penalty, shrinkage and pretest strategies. Variable selection and estimation
• Performance of positive rule estimator in the ill-conditioned Gaussian regression model
• Post selection estimation and prediction in Poisson regression model
• Ridge Regression: Applications to Nonorthogonal Problems
• Shrinkage and penalty estimators of a Poisson regression model
• Shrinkage estimation in linear mixed models for longitudinal data
• Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
• The Admissibility of Hotelling's T²-Test

Cited in

(2)

• Bayesian analysis of the beta regression model subject to linear inequality restrictions with application
• Subspace-restricted elastic net estimation: applications in medical data

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