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A new kind of stochastic restricted biased estimator for logistic regression model
Journal of Applied Statistics ( IF 1.2 ) Pub Date : 2020-05-30
M. I. Alheety, Kristofer Månsson, B. M. Golam Kibria

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.



中文翻译:

用于Logistic回归模型的新型随机受限偏估计。

在逻辑回归模型中,当数据中存在多重共线性时,最大似然估计器的方差会膨胀且不稳定。文献中有几种方法可以解决此问题。我们提出了一种新的随机受限偏估计量。我们研究了拟议的估计量的统计性质,并在标量均方标准的意义上将其性能与一些现有的估计量进行了比较。提供了一个例子和一个仿真研究来说明所提出的估计器的性能。

更新日期:2020-05-30
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