Kibria, B.; Månsson, Kristofer; Shukur, Ghazi - In: Computational Economics 40 (2012) 4, pp. 401-414
In this paper we generalize different approaches of estimating the ridge parameter k proposed by Muniz et al. (Comput Stat, <CitationRef CitationID="CR16">2011</CitationRef>) to be applicable for logistic ridge regression (LRR). These new methods of estimating the ridge parameter in LRR are evaluated by means of Monte Carlo simulations...</citationref>
