Performance of some ridge estimators for the gamma regression model

DOI10.1007/s00362-017-0971-zzbMath1445.62184OpenAlexW2771101472MaRDI QIDQ779681

Saima Afzal, Muhammad Amin, Muhammad Amanullah, Muhammad Qasim

Publication date: 14 July 2020

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-017-0971-z

zbMATH Keywords

mean squared errormaximum likelihoodmulticollinearitygamma regression modelgamma ridge regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

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Uses Software

• Stata
• glm

Cites Work

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• Ridge Estimators in Logistic Regression
• Model-based process monitoring using robust generalized linear models
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• Ridge Regression: Applications to Nonorthogonal Problems

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