A jackknifed ridge estimator in probit regression model
| dc.contributor.author | Asar, Yasin | |
| dc.contributor.author | Kilinc, Kadriye | |
| dc.date.accessioned | 2024-02-23T14:17:16Z | |
| dc.date.available | 2024-02-23T14:17:16Z | |
| dc.date.issued | 2020 | |
| dc.department | NEÜ | en_US |
| dc.description.abstract | In this study, the effects of multicollinearity on the maximum likelihood estimator are analyzed in the probit regression model. It is known that the near-linear dependencies in the design matrix affect the maximum likelihood estimation negatively, namely, the standard errors become so large so that the estimations are said to be inconsistent. Therefore, a new jackknifed ridge estimator is introduced as an alternative to the maximum likelihood technique and the well-known ridge estimator. The mean squared error properties of the listed estimators are investigated theoretically. In order to evaluate the performance of the estimators, a Monte Carlo simulation study is designed, and simulated mean squared error and squared bias are used as performance criteria. Finally, the benefits of the new estimator are illustrated via a real data application. | en_US |
| dc.identifier.doi | 10.1080/02331888.2020.1775597 | |
| dc.identifier.endpage | 685 | en_US |
| dc.identifier.issn | 0233-1888 | |
| dc.identifier.issn | 1029-4910 | |
| dc.identifier.issue | 4 | en_US |
| dc.identifier.scopus | 2-s2.0-85086648501 | en_US |
| dc.identifier.scopusquality | Q3 | en_US |
| dc.identifier.startpage | 667 | en_US |
| dc.identifier.uri | https://doi.org/10.1080/02331888.2020.1775597 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12452/13027 | |
| dc.identifier.volume | 54 | en_US |
| dc.identifier.wos | WOS:000542464800001 | en_US |
| dc.identifier.wosquality | Q3 | en_US |
| dc.indekslendigikaynak | Web of Science | en_US |
| dc.indekslendigikaynak | Scopus | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Taylor & Francis Ltd | en_US |
| dc.relation.ispartof | Statistics | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Multicollinearity | en_US |
| dc.subject | Ridge Estimator | en_US |
| dc.subject | Jackknifed Ridge Estimator | en_US |
| dc.subject | Probit Model | en_US |
| dc.subject | Mean Squared Error | en_US |
| dc.title | A jackknifed ridge estimator in probit regression model | en_US |
| dc.type | Article | en_US |
