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
  • [41] The beta Liu-type estimator:simulation and application
    Erkoc, Ali
    Ertan, Esra
    Algamal, Zakariya Yahya
    Akay, Kadri Ulas
    HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, 2023, 52 (03): : 828 - 840
  • [42] Modified Liu-Type Estimator Based on (rk) Class Estimator
    Alheety, Mustafa Ismaeel
    Kibria, B. M. Golam
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2013, 42 (02) : 304 - 319
  • [43] Particle swarm optimization based Liu-type estimator
    Inan, Deniz
    Egrioglu, Erol
    Sarica, Busenur
    Askin, Oykum Esra
    Tez, Mujgan
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (22) : 11358 - 11369
  • [44] MODIFICATION OF LIU-TYPE ESTIMATOR FOR TWO SUR MODEL
    Omara, Tarek M.
    ADVANCES AND APPLICATIONS IN STATISTICS, 2019, 55 (01) : 47 - 66
  • [45] Liu-Type estimator in gamma regression model based on (r-(k-d)) class estimator
    Algboory, Ahmed Mutlag
    Algamal, Zakariya Yahya
    INTERNATIONAL JOURNAL OF NONLINEAR ANALYSIS AND APPLICATIONS, 2022, 13 (01): : 2455 - 2465
  • [46] Improved Liu-type estimator in partial linear model
    Wu, Jibo
    INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2016, 93 (03) : 498 - 510
  • [47] On the Restricted Liu Estimator in the Logistic Regression Model
    Siray, Gulesen Ustundag
    Toker, Selma
    Kaciranlar, Selahattin
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2015, 44 (01) : 217 - 232
  • [48] Performance of the almost unbiased ridge-type principal component estimator in logistic regression model
    Wu, Jibo
    Asar, Yasin
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2018, 47 (10) : 2925 - 2937
  • [49] New Shrinkage Parameters for the Liu-type Logistic Estimators
    Asar, Yasin
    Genc, Asir
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2016, 45 (03) : 1094 - 1103
  • [50] Liu-Type Logistic Estimators with Optimal Shrinkage Parameter
    Asar, Yasin
    JOURNAL OF MODERN APPLIED STATISTICAL METHODS, 2016, 15 (01) : 738 - 751
12345