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Restricted ridge estimator in the logistic...
Journal article

Restricted ridge estimator in the logistic regression model

Abstract

It is known that when the multicollinearity exists in the logistic regression model, variance of maximum likelihood estimator is unstable. As a remedy, Schaefer et al. presented a ridge estimator in the logistic regression model. Making use of the ridge estimator, when some linear restrictions are also present, we introduce a restricted ridge estimator in the logistic regression model. Statistical properties of this newly defined estimator will be studied and comparisons are done in the simulation study in the sense of mean squared error criterion. A real-data example and a simulation study are introduced to discuss the performance of this estimator.

Authors

Asar Y; Arashi M; Wu J

Journal

Communications in Statistics - Simulation and Computation, Vol. 46, No. 8, pp. 6538–6544

Publisher

Taylor & Francis

Publication Date

September 14, 2017

DOI

10.1080/03610918.2016.1206932

ISSN

0361-0918

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