Related papers: Shrinkage Estimators for Beta Regression Models

Clinical prediction models are developed widely across medical disciplines. When predictors in such models are highly collinear, unexpected or spurious predictor-outcome associations may occur, thereby potentially reducing face-validity and…

In this paper, we propose a class of high breakdown point estimators for the linear regression model when the response variable contains censored observations. These estimators are robust against high-leverage outliers and they generalize…

For statistical analysis of network data, the $\beta$-model has emerged as a useful tool, thanks to its flexibility in incorporating nodewise heterogeneity and theoretical tractability. To generalize the $\beta$-model, this paper proposes…

This paper introduces a new biased estimator for the negative binomial regression model that is a generalization of Liu-type estimator proposed for the linear model in [12]. Since the variance of the maximum likelihood estimator (MLE) is…

We consider the problem of simultaneous variable selection and constant coefficient identification in high-dimensional varying coefficient models based on B-spline basis expansion. Both objectives can be considered as some type of model…

Lasso and other regularization procedures are attractive methods for variable selection, subject to a proper choice of shrinkage parameter. Given a set of potential subsets produced by a regularization algorithm, a consistent model…

In this article, we consider two forms of shrinkage estimators of the mean $\theta$ of a multivariate normal distribution $X\sim N_{p}\left(\theta, \sigma^{2}I_{p}\right)$ where $\sigma^{2}$ is unknown. We take the prior law $\theta \sim…

Modern approaches to perform Bayesian variable selection rely mostly on the use of shrinkage priors. That said, an ideal shrinkage prior should be adaptive to different signal levels, ensuring that small effects are ruled out, while keeping…

For the regression model where the errors follow the elliptically contoured distribution (ECD), we consider the least squares (LS), restricted LS (RLS), preliminary test (PT), Stein-type shrinkage (S) and positive-rule shrinkage (PRS)…

Variance estimation in the linear model when $p > n$ is a difficult problem. Standard least squares estimation techniques do not apply. Several variance estimators have been proposed in the literature, all with accompanying asymptotic…

In wavelet shrinkage and thresholding, most of the standard techniques do not consider information that wavelet coefficients might be bounded, although information about bounded energy in signals can be readily available. To address this,…

Model estimates obtained from traditional subspace identification methods may be subject to significant variance. This elevated variance is aggravated in the cases of large models or of a limited sample size. Common solutions to reduce the…

This paper presents a new class of regression models for continuous data restricted to the interval $(0,1)$, such as rates and proportions. The proposed class of models assumes a beta distribution for the variable of interest with…

Consider estimating the n by p matrix of means of an n by p matrix of independent normally distributed observations with constant variance, where the performance of an estimator is judged using a p by p matrix quadratic error loss function.…

Model selection based on classical information criteria, such as BIC, is generally computationally demanding, but its properties are well studied. On the other hand, model selection based on parameter shrinkage by $\ell_1$-type penalties is…

We present a linear regression method for predictions on a small data set making use of a second possibly biased data set that may be much larger. Our method fits linear regressions to the two data sets while penalizing the difference…

We derive minimax generalized Bayes estimators of regression coefficients in the general linear model with spherically symmetric errors under invariant quadratic loss for the case of unknown scale. The class of estimators generalizes the…

This paper contributes to the literature on treatment effects estimation with machine learning inspired methods by studying the performance of different estimators based on the Lasso. Building on recent work in the field of high-dimensional…

The exponential distribution is applied in a very wide variety of statistical procedures. Among the most prominent applications are those in the field of life testing and reliability theory. When there are two record samples available for…

We propose an optimum mechanism for providing monetary incentives to the data sources of a statistical estimator such as linear regression, so that high quality data is provided at low cost, in the sense that the sum of payments and…