Performance of a New Restricted Biased Estimator in Logistic Regression

Yasin Asar

doi:10.19113/sdufbed.71595

Performance of a New Restricted Biased Estimator in Logistic Regression

Öz

It is known that the variance of the maximum likelihood estimator (MLE) inflates when the explanatory variables are correlated. This situation is called the multicollinearity problem. As a result, the estimations of the model may not be trustful. Therefore, this paper introduces a new restricted estimator (RLTE) that may be applied to get rid of the multicollinearity when the parameters lie in some linear subspace in logistic regression. The mean squared errors (MSE) and the matrix mean squared errors (MMSE) of the estimators considered in this paper are given. A Monte Carlo experiment is designed to evaluate the performances of the proposed estimator, the restricted MLE (RMLE), MLE and Liu-type estimator (LTE). The criterion of performance is chosen to be MSE. Moreover, a real data example is presented. According to the results, proposed estimator has better performance than MLE, RMLE and LTE.

Anahtar Kelimeler

Estimation,Liu-type estimator; MLE; MSE; Multicollinearity; Monte Carlo simulation

Kaynakça

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Ayrıntılar

Birincil Dil

Türkçe

Konular

-

Bölüm

-

Yazarlar

Yasin Asar Bu kişi benim

Yayımlanma Tarihi

16 Nisan 2018

Gönderilme Tarihi

26 Temmuz 2017

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2018 Cilt: 22 Sayı: 1

DOI

https://doi.org/10.19113/sdufbed.71595

IZ

https://izlik.org/JA43WY95CF

Kaynak Göster

RIS / Bibtex

APA

Asar, Y. (2018). Performance of a New Restricted Biased Estimator in Logistic Regression. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi, 22(1), 53-59. https://doi.org/10.19113/sdufbed.71595

AMA

1.Asar Y. Performance of a New Restricted Biased Estimator in Logistic Regression. Süleyman Demirel Üniv. Fen Bilim. Enst. Derg. 2018;22(1):53-59. doi:10.19113/sdufbed.71595

Chicago

Asar, Yasin. 2018. “Performance of a New Restricted Biased Estimator in Logistic Regression”. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22 (1): 53-59. https://doi.org/10.19113/sdufbed.71595.

EndNote

Asar Y (01 Nisan 2018) Performance of a New Restricted Biased Estimator in Logistic Regression. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22 1 53–59.

IEEE

[1]Y. Asar, “Performance of a New Restricted Biased Estimator in Logistic Regression”, Süleyman Demirel Üniv. Fen Bilim. Enst. Derg., c. 22, sy 1, ss. 53–59, Nis. 2018, doi: 10.19113/sdufbed.71595.

ISNAD

Asar, Yasin. “Performance of a New Restricted Biased Estimator in Logistic Regression”. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22/1 (01 Nisan 2018): 53-59. https://doi.org/10.19113/sdufbed.71595.

JAMA

1.Asar Y. Performance of a New Restricted Biased Estimator in Logistic Regression. Süleyman Demirel Üniv. Fen Bilim. Enst. Derg. 2018;22:53–59.

MLA

Asar, Yasin. “Performance of a New Restricted Biased Estimator in Logistic Regression”. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi, c. 22, sy 1, Nisan 2018, ss. 53-59, doi:10.19113/sdufbed.71595.

Vancouver

1.Yasin Asar. Performance of a New Restricted Biased Estimator in Logistic Regression. Süleyman Demirel Üniv. Fen Bilim. Enst. Derg. 01 Nisan 2018;22(1):53-9. doi:10.19113/sdufbed.71595