First-order r - d class estimator in binary logistic regression model


ÖZKALE ATICIOĞLU M. R. , Arican E.

STATISTICS & PROBABILITY LETTERS, cilt.106, ss.19-29, 2015 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 106
  • Basım Tarihi: 2015
  • Doi Numarası: 10.1016/j.spl.2015.06.021
  • Dergi Adı: STATISTICS & PROBABILITY LETTERS
  • Sayfa Sayıları: ss.19-29

Özet

In order to combat multicollinearity, a new biased estimator in the logistic regression model is introduced by combining principal component and Liu logistic estimators. The properties of the new estimator are discussed and the choice of the shrinkage parameter is proposed. Finally, a simulation study is done to compare the estimators. (C) 2015 Elsevier B.V. All rights reserved.