An improved ridge type estimator for logistic regression

• Authors: Nagarajah Varathan

Abstracts

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.

Keywords

EN

Logistic Regression; Multicollinearity; ridge estimator; Modified almost unbiased ridge logistic estimator; Mean square error

• Publisher: Główny Urząd Statystyczny
• Journal: Statistics in Transition new series
• Year: 2022
• Volume: 23
• Issue: 3
• Pages: 113-126

Dates

published

2022

Contributors

author

Nagarajah Varathan

• Department of Mathematics and Statistics, University of Jaffna, Sri Lanka

• https://orcid.org/0000000320148144

References

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Identifiers

DOI

10.2478/stattrans-2022-0033

Biblioteka Nauki

2108296