Restricted ridge estimator in the logistic regression model

dc.contributor.authorAsar, Yasin
dc.contributor.authorArashi, Mohammad
dc.contributor.authorWu, Jibo
dc.date.accessioned2024-02-23T14:20:13Z
dc.date.available2024-02-23T14:20:13Z
dc.date.issued2017
dc.departmentNEÜen_US
dc.description.abstractIt is known that when the multicollinearity exists in the logistic regression model, variance of maximum likelihood estimator is unstable. As a remedy, Schaefer et al. presented a ridge estimator in the logistic regression model. Making use of the ridge estimator, when some linear restrictions are also present, we introduce a restricted ridge estimator in the logistic regression model. Statistical properties of this newly defined estimator will be studied and comparisons are done in the simulation study in the sense of mean squared error criterion. A real-data example and a simulation study are introduced to discuss the performance of this estimator.en_US
dc.description.sponsorshipNational Natural Science Foundation of China [11501072]; Natural Science Foundation Project of CQ CSTC [cstc2015jcyjA00001]; Chongqing Municipal Education Commission [KJ1501114]en_US
dc.description.sponsorshipThis work was supported by the National Natural Science Foundation of China (No. 11501072), the Natural Science Foundation Project of CQ CSTC (No. cstc2015jcyjA00001), and the Scientific and Technological Research Program of Chongqing Municipal Education Commission (No. KJ1501114).en_US
dc.identifier.doi10.1080/03610918.2016.1206932
dc.identifier.endpage6544en_US
dc.identifier.issn0361-0918
dc.identifier.issn1532-4141
dc.identifier.issue8en_US
dc.identifier.scopus2-s2.0-85017447495en_US
dc.identifier.scopusqualityQ3en_US
dc.identifier.startpage6538en_US
dc.identifier.urihttps://doi.org/10.1080/03610918.2016.1206932
dc.identifier.urihttps://hdl.handle.net/20.500.12452/13066
dc.identifier.volume46en_US
dc.identifier.wosWOS:000415033700041en_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.subjectMean Squared Erroren_US
dc.subjectRestricted Ridge Estimatoren_US
dc.subjectRidge Estimatoren_US
dc.titleRestricted ridge estimator in the logistic regression modelen_US
dc.typeArticleen_US

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