In multinomial logit models, the identifiability of parameter estimates is typically obtained by side constraints that specify one of the response categories as reference category. When parameters are penalized, shrinkage of estimates should not depend on the reference category. In this paper we...

The bias, mean squared error and likelihood optimality criteria are used frequently to compare estimators and predictors. Recently, the probability of nearness around a statistic (estimator or predictor) has received a considerable attention in the literature. In this article, we adopt the...