Performance of the almost unbiased ridge-type principal component estimator in logistic regression model |
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| Authors: | Jibo Wu Yasin Asar |
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| Institution: | 1. School of Mathematics and Finance, Chongqing University of Arts and Sciences, Chongqing, Chinalinfen52@126.com;3. Department of Mathematics-Computer Sciences, Necmettin Erbakan University, Konya, Turkey |
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| Abstract: | ABSTRACTThis article considers some different parameter estimation methods in logistic regression model. In order to overcome multicollinearity, the almost unbiased ridge-type principal component estimator is proposed. The scalar mean squared error of the proposed estimator is derived and its properties are investigated. Finally, a numerical example and a simulation study are presented to show the performance of the proposed estimator. |
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| Keywords: | Almost unbiased ridge estimator Eigenvalues Logistic regression model Principal component Scalar mean squared error |
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