Journal article
Performance of the almost unbiased ridge-type principal component estimator in logistic regression model
Abstract
This 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.
Authors
Wu J; Asar Y
Journal
Communications in Statistics - Simulation and Computation, Vol. 47, No. 10, pp. 2925–2937
Publisher
Taylor & Francis
Publication Date
November 26, 2018
DOI
10.1080/03610918.2017.1364384
ISSN
0361-0918