Two-parameter ridge estimator in the binary logistic regression

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dc.contributor.authorAsar, Yasin
dc.contributor.authorGenc, Asir
dc.date.accessioned2024-02-23T14:20:13Z
dc.date.available2024-02-23T14:20:13Z
dc.date.issued2017
dc.departmentNEÜen_US
dc.description.abstractThe binary logistic regression is a commonly used statistical method when the outcome variable is dichotomous or binary. The explanatory variables are correlated in some situations of the logit model. This problem is called multicollinearity. It is known that the variance of the maximum likelihood estimator (MLE) is inflated in the presence of multicollinearity. Therefore, in this study, we define a new two-parameter ridge estimator for the logistic regression model to decrease the variance and overcome multicollinearity problem. We compare the new estimator to the other well-known estimators by studying their mean squared error (MSE) properties. Moreover, a Monte Carlo simulation is designed to evaluate the performances of the estimators. Finally, a real data application is illustrated to show the applicability of the new method. According to the results of the simulation and real application, the new estimator outperforms the other estimators for all of the situations considered.en_US
dc.identifier.doi10.1080/03610918.2016.1224348
dc.identifier.endpage7099en_US
dc.identifier.issn0361-0918
dc.identifier.issn1532-4141
dc.identifier.issue9en_US
dc.identifier.scopus2-s2.0-85018514317en_US
dc.identifier.scopusqualityQ3en_US
dc.identifier.startpage7088en_US
dc.identifier.urihttps://doi.org/10.1080/03610918.2016.1224348
dc.identifier.urihttps://hdl.handle.net/20.500.12452/13067
dc.identifier.volume46en_US
dc.identifier.wosWOS:000418384300026en_US
dc.identifier.wosqualityQ4en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherTaylor & Francis Incen_US
dc.relation.ispartofCommunications In Statistics-Simulation And Computationen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectLogistic Regressionen_US
dc.subjectMleen_US
dc.subjectMonte Carlo Simulationen_US
dc.subjectMseen_US
dc.subjectMulticollinearityen_US
dc.subjectRidge Estimatoren_US
dc.titleTwo-parameter ridge estimator in the binary logistic regressionen_US
dc.typeArticleen_US

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