Locking, Håkan; Månsson, Kristofer; Shukur, Ghazi - Handelns Utredningsinstitut (HUI Research) - 2012
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...