A new kind of stochastic restricted biased estimator for logistic regression model |
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| Authors: | M I Alheety Kristofer Mnsson B M Golam Kibria |
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| Institution: | aDepartment of Mathematics, College of Education for Pure Sciences, University of Anbar, Ramadi, Iraq;bDepartment of Economics, Finance and Statistics, Jönköping University, Jonkoping, Sweden;cDepartment of Mathematics and Statistics, Florida International University, Miami, FL, USA |
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| Abstract: | In the logistic regression model, the variance of the maximum likelihood estimator is inflated and unstable when the multicollinearity exists in the data. There are several methods available in literature to overcome this problem. We propose a new stochastic restricted biased estimator. We study the statistical properties of the proposed estimator and compare its performance with some existing estimators in the sense of scalar mean squared criterion. An example and a simulation study are provided to illustrate the performance of the proposed estimator.KEYWORDS: Logistic regression, maximum likelihood estimator, mean squared error matrix, ridge regression, simulation study, stochastic restricted estimatorMathematics Subject Classifications: Primary 62J05, Secondary 62J07 |
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