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   a new jackknifing ridge estimator for logistic regression model  
   
نویسنده hammood nawal mahmood ,algamal zakariya yahya
منبع international journal of nonlinear analysis and applications - 2022 - دوره : 13 - شماره : 1 - صفحه:2127 -2135
چکیده    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.
کلیدواژه collinearity; jackknife estimator; ridge estimator; logistic regression model; monte carlo simulation
آدرس university of mosul, college of administration and economics, department of management information systems, iraq, university of mosul, department of statistics and informatics, iraq
پست الکترونیکی zakariya.algamal@uomosul.edu.iq
 
     
   
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