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On Liu Estimators for the Logit Regression Model
Månsson, Kristofer; Kibria, B. M. Golam; Shukur, Ghazi - Centre of Excellence for Science and Innovation … - 2011
by Liu (1993) for the linear regression. This new estimation method is suggested since the mean squared error (MSE) of …
Persistent link: https://www.econbiz.de/10009324205
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New Liu Estimators for the Poisson Regression Model: Method and Application
Månsson, Kristofer; Kibria, B. M. Golam; Sjölander, Pär - Handelns Utredningsinstitut (HUI Research) - 2011
A new shrinkage estimator for the Poisson model is introduced in this paper. This method is a generalization of the Liu (1993) estimator originally developed for the linear regression model and will be generalised here to be used instead of the classical maximum likelihood (ML) method in the...
Persistent link: https://www.econbiz.de/10009225860
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On Liu estimators for the logit regression model
Månsson, Kristofer; Kibria, B.M. Golam; Shukur, Ghazi - In: Economic Modelling 29 (2012) 4, pp. 1483-1488
Liu (1993) for the linear regression. This new estimation method is suggested since the mean squared error (MSE) of the …
Persistent link: https://www.econbiz.de/10011048945
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Performance of Some Logistic Ridge Regression Estimators
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>
Persistent link: https://www.econbiz.de/10010989298