A new Liu-type estimator in binary logistic regression models

Ertan E., Akay K. U.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.51, sa.13, ss.4370-4394, 2022 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 51 Sayı: 13
  • Basım Tarihi: 2022
  • Doi Numarası: 10.1080/03610926.2020.1813777
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
  • Sayfa Sayıları: ss.4370-4394
  • Anahtar Kelimeler: Binary logistic regression, logistic Liu estimator, logistic ridge estimator, mean squared error, multicollinearity
  • İstanbul Üniversitesi Adresli: Evet

Özet

In logistic regression models, the maximum likelihood method is commonly used to estimate the model parameters. However, unstable parameter estimates are obtained as a result of multicollinearity. In this article, a new biased estimator is proposed to combat multicollinearity in the binary logistic regression models. The proposed estimator is a general estimator which includes other biased estimators, such as the Logistic Ridge, Logistic Liu and the estimators with two biasing parameters as special cases. Necessary and sufficient conditions for the superiority of the new biased estimator over the existing estimators are obtained. Also, Monte Carlo simulation studies are executed to compare the performance of the proposed biased estimator. Finally, a numerical example is given to illustrate some of the theoretical results.