BibTex RIS Kaynak Göster

Performance of a New Restricted Biased Estimator in Logistic Regression

Yıl 2018, Cilt: 22 Sayı: 1, 53 - 59, 16.04.2018

Yasin Asar

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

  • [1] Asar, Y. 2017. Some new methods to solve multicollinearity in logistic regression. Communications in Statistics-Simulation and Computation, 46(4) 2576-2586.
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Toplam 25 adet kaynakça vardır.

Ayrıntılar

Bölüm Makaleler
Yazarlar

Yasin Asar Bu kişi benim

Yayımlanma Tarihi 16 Nisan 2018
Yayımlandığı Sayı Yıl 2018 Cilt: 22 Sayı: 1

Kaynak Göster

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 Asar Y. Performance of a New Restricted Biased Estimator in Logistic Regression. SDÜ Fen Bil Enst Der. Nisan 2018;22(1):53-59. doi:10.19113/sdufbed.71595
Chicago Asar, Yasin. “Performance of a New Restricted Biased Estimator in Logistic Regression”. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22, sy. 1 (Nisan 2018): 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 Y. Asar, “Performance of a New Restricted Biased Estimator in Logistic Regression”, SDÜ Fen Bil Enst Der, c. 22, sy. 1, ss. 53–59, 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 (Nisan 2018), 53-59. https://doi.org/10.19113/sdufbed.71595.
JAMA Asar Y. Performance of a New Restricted Biased Estimator in Logistic Regression. SDÜ Fen Bil Enst Der. 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, 2018, ss. 53-59, doi:10.19113/sdufbed.71595.
Vancouver Asar Y. Performance of a New Restricted Biased Estimator in Logistic Regression. SDÜ Fen Bil Enst Der. 2018;22(1):53-9.
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