Poisson average maximum likelihood-centered penalized estimator: a new estimator to better address multicollinearity in Poisson regression

DOI10.1111/STAN.12313MaRDI QIDQ6490941FDOQ6490941

Authors: Sheng Li, Wei Wang, Menghan Yao, Junyu Wang, Qianqian Du, Xuelin Li, Xinyue Tian, Jing Zeng, Ying Deng, Tao Zhang, Fei Yin, Yue Ma 

Publication date: 23 April 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

multicollinearityPoisson regressionshrinkage centerPoisson penalized estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cites Work

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• Modified ridge-type for the Poisson regression model: simulation and application
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• Jackknifed Liu-type estimator in Poisson regression model
• Average ordinary least squares<scp>‐centered</scp> penalized regression: A more efficient way to address multicollinearity than ridge regression

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