TITLE:
On the Restricted Almost Unbiased Ridge Estimator in Logistic Regression
AUTHORS:
Nagarajah Varathan, Pushpakanthie Wijekoon
KEYWORDS:
Multicollinearity, Ridge Estimator, Almost Unbiased Ridge Logistic Estimator, Linear Restrictions, Scalar Mean Square Error
JOURNAL NAME:
Open Journal of Statistics,
Vol.6 No.6,
December
8,
2016
ABSTRACT: In this article, the restricted almost
unbiased ridge logistic estimator (RAURLE) is proposed to estimate the
parameter in a logistic regression model with exact linear re-strictions when
there exists multicollinearity among explanatory variables. The performance of
the proposed estimator over the maximum likelihood estimator (MLE), ridge
logistic estimator (RLE), almost unbiased ridge logistic estimator (AURLE), and
restricted maximum likelihood estimator (RMLE) with respect to different ridge
parameters is investigated through a simulation study in terms of scalar mean
square error.