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a new jackknifing ridge estimator for logistic regression model
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نویسنده
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hammood nawal mahmood ,algamal zakariya yahya
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منبع
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international journal of nonlinear analysis and applications - 2022 - دوره : 13 - شماره : 1 - صفحه:2127 -2135
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چکیده
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In reducing the effects of collinearity, the ridge estimator (re) has been consistently demonstrated to be an attractive shrinkage method. in application, when the response variable is binary data, the logistic regression model (lrm) is a well-known model. however, it is known that collinearity negatively affects the variance of maximum likelihood estimator of the lrm. to address this problem, a logistic ridge estimator was proposed by several authors. in this work, a jackknifing logistic ridge estimator (njlre) is proposed and derived. the monte carlo simulation results recommend that the njlre estimator can bring significant improvement relative to other existing estimators. furthermore, the real application results demonstrate that the njlre estimator outperforms both lre and mle in terms of predictive performance.
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کلیدواژه
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collinearity; jackknife estimator; ridge estimator; logistic regression model; monte carlo simulation
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آدرس
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university of mosul, college of administration and economics, department of management information systems, iraq, university of mosul, department of statistics and informatics, iraq
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پست الکترونیکی
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zakariya.algamal@uomosul.edu.iq
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Authors
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