A new biased estimator in logistic regression model

作者：Ozkale M Revan^*; Arican Engin

来源：Statistics, 2016, 50(2): 233-253.

DOI：10.1080/02331888.2015.1123711

• maximum likelihood estimator
• ridge logistic estimator
• principal components logistic regression estimator
• multicollinearity
• binary data

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.

• 出版日期2016