Response shrinkage estimators in binary regression

@article{Tutz2006ResponseSE,
  title={Response shrinkage estimators in binary regression},
  author={Gerhard Tutz and Florian Leitenstorfer},
  journal={Computational Statistics & Data Analysis},
  year={2006},
  volume={50},
  pages={2878-2901}
}
A shrinkage type estimator is introduced which has favourable properties in binary regression. The proposed response shrinkage estimator is based on a smoothed version of the observed responses which is obtained by shifting the observation slightly towards the mean of the observations and therefore closer to the underlying probability. Estimates of this type are easily computed by using common program packages. They exist also in cases where the number of variables is large as compared to the… CONTINUE READING

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