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Journals / Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi / 2018 / Cilt: 22 - Sayı: 1

Performance of a New Restricted Biased Estimator in Logistic Regression

YASİN ASAR
Pages
53–59
DOI
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

According to the results, proposed estimator has better performance than MLE, RMLE and LTE.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:It is known that the variance of the maximum likelihood estimator (MLE) inflates when the explanatory variables are correlated.
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Key Findings & Data:A Monte Carlo experiment is designed to evaluate the performances of the proposed estimator, the restricted MLE (RMLE), MLE and Liu-type estimator (LTE).
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Conclusion & Impact:According to the results, proposed estimator has better performance than MLE, RMLE and LTE.
🔬Design:Modeling & Simulation
📍Scope:Comprehensive Sample
⚙️Variables:Estimation · Liu-type estimator · MLE

Özet

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.

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Cite This Article

ASAR, Y. (2018). Performance of a New Restricted Biased Estimator in Logistic Regression. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi, Cilt: 22 - Sayı: 1, 53–59. https://ajindex.com/articles/309985

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