A new biased estimator in logistic regression model. Issue 2 (3rd March 2016)

• Record Type: Journal Article
• Authors: Özkale, M. Revan; Arıcan, Engin
• Is Part Of: Statistics. Volume 50:Issue 2(2016)
• Page Start: 233
• Page End: 253
• Publication Date: 2016-03-03
• Subjects: maximum likelihood estimator -- ridge logistic estimator -- principal components logistic regression estimator -- multicollinearity -- binary data; 62J07 -- 62J12; Mathematical statistics -- Periodicals; 519.505
• DOI: 10.1080/02331888.2015.1123711
• Languages: English
• ISSNs: 0233-1888

Abstract

Abstract : In this paper, the r − k class logistic estimator which combines the ridge logistic and principal components logistic regression (PCLR) estimators is proposed. The comparisons of the r − k class logistic, ridge logistic and PCLR estimators to the maximum likelihood (ML) estimator according to the asymptotic matrix mean square error (MSE) criterion and the comparisons of the r − k class logistic estimator to the ML, PCLR and ridge logistic estimators in the sense of asymptotic scalar MSE criterion are done. The results are illustrated with numerical examples and a simulation study is done.