Ridge-Type Shrinkage Estimators in Low and High Dimensional Beta Regression Model with Application in Econometrics and Medicine
低维与高维 Beta 回归的岭型收缩估计及其应用
Beta regression model is useful in the analysis of bounded continuous outcomes such as proportions. It is well known that for any regression model, the presence of multicollinearity leads to poor performance of the maximum likelihood estimators. The ridge type estimators have been proposed to alleviate the adverse effects of the multicollinearity. Furthermore, when some of the predictors have insignificant or weak effects on the outcomes, it is desired to recover as much…