Alheety M I, Månsson Kristofer, Golam Kibria B M
Department of Mathematics, College of Education for Pure Sciences, University of Anbar, Ramadi, Iraq.
Department of Economics, Finance and Statistics, Jönköping University, Jonkoping, Sweden.
J Appl Stat. 2020 May 30;48(9):1559-1578. doi: 10.1080/02664763.2020.1769576. eCollection 2021.
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.
在逻辑回归模型中，当数据存在多重共线性时，最大似然估计量的方差会膨胀且不稳定。文献中有几种方法可用于克服这个问题。我们提出了一种新的随机受限有偏估计量。我们研究了所提出估计量的统计性质，并在标量均方准则的意义上，将其性能与一些现有估计量进行了比较。提供了一个实例和一项模拟研究来说明所提出估计量的性能。
