Developing a ridge estimator for the gamma regression model

The ridge regression model has been consistently demonstrated to be an attractive shrinkage method to reduce the effects of multicollinearity. The gamma regression model is a very popular model in the application when the response variable is positively skewed. However, it is known that multicolline...

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Bibliographic Details

Published in:	Journal of chemometrics Vol. 32; no. 10
Main Author:	Algamal, Zakariya Yahya
Format:	Journal Article
Language:	English
Published:	Chichester Wiley Subscription Services, Inc 01-10-2018
Subjects:	Computer simulation Economic models gamma regression model jackknife estimator Maximum likelihood estimators Monte Carlo simulation multicollinearity Regression coefficients Regression models ridge estimator Shrinkage
Online Access:	Get full text
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