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>

Significantly positive asymmetric price transmission (APT) effects are concluded on the Swedish mortgage loan market. This finding was established based on unique banking data in combination with our newly developed econometric method which is insensitive to the banks' variations in liquidity...

The negative binomial (NB) regression model is very popular in applied research when analyzing count data. The commonly used maximum likelihood (ML) estimator is very sensitive to highly intercorrelated explanatory variables. Therefore, a NB ridge regression estimator (NBRR) is proposed as a...

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...