EFFICIENCY OF THE PRINCIPAL COMPONENT LIU-TYPE ESTIMATOR IN LOGISTIC REGRESSION

被引：0
|
作者：
Wu, Jibo [1 ]
Asar, Yasin [2 ]
机构：
[1] Chongqing Univ Arts & Sci, Sch Math & Finance, Chongqing, Peoples R China
[2] Necmettin Erbakan Univ, Dept Math Comp Sci, TR-42090 Konya, Turkey
来源：
REVSTAT-STATISTICAL JOURNAL | 2020年 / 18卷 / 03期
关键词：
Liu-type estimator; logistic regression; mean squared error matrix; maximum likelihood estimator; multicollinearity; RIDGE-REGRESSION;
D O I：
暂无
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 this paper we propose a principal component Liu-type logistic estimator by combining the principal component logistic regression estimator and Liu-type logistic estimator to overcome the multicollinearity problem. The superiority of the new estimator over some related estimators are studied under the asymptotic mean squared error matrix. A Monte Carlo simulation experiment is designed to compare the performances of the estimators using mean squared error criterion. Finally, a conclusion section is presented.
引用
收藏
页码：325 / 336
页数：12
相关论文
共 50 条
  • [1] Combining the Liu-type estimator and the principal component regression estimator
    Deniz Inan
    Statistical Papers, 2015, 56 : 147 - 156
  • [2] Combining the Liu-type estimator and the principal component regression estimator
    Inan, Deniz
    STATISTICAL PAPERS, 2015, 56 (01) : 147 - 156
  • [3] On the Principal Component Liu-type Estimator in Linear Regression
    Wu, Jibo
    Yang, Hu
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2015, 44 (08) : 2061 - 2072
  • [4] Liu-Type Logistic Estimator
    Inan, Deniz
    Erdogan, Birsen E.
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2013, 42 (07) : 1578 - 1586
  • [5] Liu-Type Multinomial Logistic Estimator
    Abonazel, Mohamed R.
    Farghali, Rasha A.
    SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS, 2019, 81 (02): : 203 - 225
  • [6] A new Liu-type estimator in binary logistic regression models
    Ertan, Esra
    Akay, Kadri Ulas
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (13) : 4370 - 4394
  • [7] Efficiency of a Liu-type estimator in semiparametric regression models
    Duran, Esra Akdeniz
    Akdeniz, Fikri
    Hu, Hongchang
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2011, 235 (05) : 1418 - 1428
  • [8] Liu-Type Multinomial Logistic Estimator
    Mohamed R. Abonazel
    Rasha A. Farghali
    Sankhya B, 2019, 81 : 203 - 225
  • [9] ON THE STOCHASTIC RESTRICTED LIU-TYPE MAXIMUM LIKELIHOOD ESTIMATOR IN LOGISTIC REGRESSION MODEL
    Wu, Jibo
    Asar, Yasin
    COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS, 2019, 68 (01): : 643 - 653
  • [10] A generalized Liu-type estimator for logistic partial linear regression model with multicollinearity
    Dai, Dayang
    Wang, Dabuxilatu
    AIMS MATHEMATICS, 2023, 8 (05): : 11851 - 11874
12345