Liu-Type Logistic Estimators with Optimal Shrinkage Parameter
Küçük Resim Yok
Tarih
2016
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Wayne State Univ Press
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
Multicollinearity in logistic regression affects the variance of the maximum likelihood estimator negatively. In this study, Liu-type estimators are used to reduce the variance and overcome the multicollinearity by applying some existing ridge regression estimators to the case of logistic regression model. A Monte Carlo simulation is given to evaluate the performances of these estimators when the optimal shrinkage parameter is used in the Liutype estimators, along with an application of real case data.
Açıklama
Anahtar Kelimeler
Logistic Regression, Multicollinearity, Maximum Likelihood, Mse, Liu-Type Estimator
Kaynak
Journal Of Modern Applied Statistical Methods
WoS Q Değeri
Scopus Q Değeri
Q4
Cilt
15
Sayı
1
