An Improved Ridge Type Estimator for Logistic Regression

• Autorzy: Nagarajah Varathan
• Języki publikacji: EN

Abstrakty

EN

In this paper, an improved ridge type estimator is introduced to overcome the effect of multicollinearity in logistic regression. The proposed estimator is called a modified almost unbiased ridge logistic estimator. It is obtained by combining the ridge estimator and the almost unbiased ridge estimator. In order to asses the superiority of the proposed estimator over the existing estimators, theoretical comparisons based on the mean square error and the scalar mean square error criterion are presented. A Monte Carlo simulation study is carried out to compare the performance of the proposed estimator with the existing ones. Finally, a real data example is provided to support the findings. (original abstract)

Słowa kluczowe

EN

Logistic regression; Estimators; Monte Carlo simulation

PL

Regresja logistyczna; Estymatory; Symulacja Monte Carlo

• Czasopismo: Statistics in Transition
• Rocznik: 2022
• Tom: 23
• Numer: nr 3
• Strony: 113--126

Twórcy

autor

Nagarajah Varathan

• University of Jaffna, Sri Lanka

Bibliografia

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Identyfikatory

DOI

10.2478/stattrans-2022-0033