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>

In ridge regression the estimation of the ridge parameter is an important issue. This paper generalizes some methods for estimating the ridge parameter for probit ridge regression (PRR) model based on the work of Kibria et al. (2011). The performance of these new estimators are judged by...

A number of procedures have been developed for finding biased estimators of regression parameters. One of these procedures is the ridge regression. In this paper, a new approach to obtain the ridge parameter (K) is suggested and then evaluated by Monte Carlo simulations. A large number of...

The zero inflated Poisson regression model is very common when analysing economic data that comes in the form of non-negative integers since it accounts for excess zeros and over-dispersion of the dependent variable. This model may be used in innovation analysis to see for example the impact on...

This paper examines the application of the Least Absolute Deviations (LAD) method for ridge-type parameter estimation of Seemingly Unrelated Regression Equations (SURE) models. The methodology is aimed to deal with the SURE models with non-Gaussian error terms and highly collinear predictors in...

In this paper we have reviewed some existing and proposed some new estimators for estimating the ridge parameter "k" . All in all 19 different estimators have been studied. The investigation has been carried out using Monte Carlo simulations. A large number of different models were investigated...

The standard statistical method for analyzing count data is the Poisson regression model, which is usually estimated using maximum likelihood (ML). The ML method is very sensitive to multicollinearity. Therefore, we present a new Poisson ridge regression estimator (PRR) as a remedy to the...