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

被引：6

作者：

Ozkale, M. Revan ^{[1
]}

Arican, Engin ^{[2
]}

机构：

[1] Cukurova Univ, Fac Sci & Letters, Dept Stat, TR-01330 Adana, Turkey

[2] Turkish Stat Inst, Reg Off, Adana, Turkey

来源：

STATISTICS & PROBABILITY LETTERS | 2015年 / 106卷

关键词：

Binary logistic regression; Principal component logistic regression estimator; Liu logistic estimator; r - d class logistic estimator; PRINCIPAL COMPONENTS;

D O I：

10.1016/j.spl.2015.06.021

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：19 / 29

页数：11

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