EFFICIENCY OF THE PRINCIPAL COMPONENT LIU-TYPE ESTIMATOR IN LOGISTIC REGRESSION
Küçük Resim Yok
Tarih
2020
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Inst Nacional Estatistica-Ine
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this paper we propose a principal component Liu-type logistic estimator by combining the principal component logistic regression estimator and Liu-type logistic estimator to overcome the multicollinearity problem. The superiority of the new estimator over some related estimators are studied under the asymptotic mean squared error matrix. A Monte Carlo simulation experiment is designed to compare the performances of the estimators using mean squared error criterion. Finally, a conclusion section is presented.
Açıklama
Anahtar Kelimeler
Liu-Type Estimator, Logistic Regression, Mean Squared Error Matrix, Maximum Likelihood Estimator, Multicollinearity
Kaynak
Revstat-Statistical Journal
WoS Q Değeri
Q3
Scopus Q Değeri
Q3
Cilt
18
Sayı
3
