Yıl 2018, Cilt 22, Sayı 1, Sayfalar 53 - 59 2017-12-14

Performance of a New Restricted Biased Estimator in Logistic Regression

Yasin ASAR [1]

817 169

It is known that the variance of the maximum likelihood estimator (MLE) inflates when the explanatory variables are correlated. This situation is called the multicollinearity problem. As a result, the estimations of the model may not be trustful. Therefore, this paper introduces a new restricted estimator (RLTE) that may be applied to get rid of the multicollinearity when the parameters lie in some linear subspace  in logistic regression. The mean squared errors (MSE) and the matrix mean squared errors (MMSE) of the estimators considered in this paper are given. A Monte Carlo experiment is designed to evaluate the performances of the proposed estimator, the restricted MLE (RMLE), MLE and Liu-type estimator (LTE). The criterion of performance is chosen to be MSE. Moreover, a real data example is presented. According to the results, proposed estimator has better performance than MLE, RMLE and LTE.
Estimation, Liu-type estimator; MLE; MSE; Multicollinearity; Monte Carlo simulation
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Yazar: Yasin ASAR

Bibtex @ { sdufenbed425667, journal = {Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi}, issn = {}, eissn = {1308-6529}, address = {Süleyman Demirel Üniversitesi}, year = {2017}, volume = {22}, pages = {53 - 59}, doi = {10.19113/sdufbed.71595}, title = {Performance of a New Restricted Biased Estimator in Logistic Regression}, key = {cite}, author = {ASAR, Yasin} }
APA ASAR, Y . (2017). Performance of a New Restricted Biased Estimator in Logistic Regression. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi, 22 (1), 53-59. Retrieved from http://dergipark.gov.tr/sdufenbed/issue/37055/425667
MLA ASAR, Y . "Performance of a New Restricted Biased Estimator in Logistic Regression". Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22 (2017): 53-59 <http://dergipark.gov.tr/sdufenbed/issue/37055/425667>
Chicago ASAR, Y . "Performance of a New Restricted Biased Estimator in Logistic Regression". Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22 (2017): 53-59
RIS TY - JOUR T1 - Performance of a New Restricted Biased Estimator in Logistic Regression AU - Yasin ASAR Y1 - 2017 PY - 2017 N1 - DO - T2 - Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi JF - Journal JO - JOR SP - 53 EP - 59 VL - 22 IS - 1 SN - -1308-6529 M3 - UR - Y2 - 2018 ER -
EndNote %0 Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi Performance of a New Restricted Biased Estimator in Logistic Regression %A Yasin ASAR %T Performance of a New Restricted Biased Estimator in Logistic Regression %D 2017 %J Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi %P -1308-6529 %V 22 %N 1 %R %U
ISNAD ASAR, Yasin . "Performance of a New Restricted Biased Estimator in Logistic Regression". Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22 / 1 (Aralık 2017): 53-59.