逻辑回归模型中的多重共线性-主题综述

N. S. Ibrahim, N. Mohammed, Shaimaa Waleed
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引用次数: 1

摘要

逻辑回归模型是现代统计方法之一,用于预测定量变量(名义变量或单调变量)的集合。它被认为是简单和多元线性回归方程的替代测试,并且在测试自变量组的整体模式对因变量的影响的可能性方面,以及在其使用方面,它受模型概念的影响。在某些情况下,解释变量之间存在相关性,导致对比变化,这个问题被称为多重共线性问题。本研究包括一篇文章综述,以几种有偏的方法估计逻辑回归模型的参数,以减少变量之间的多重共线性问题。通过使用均方误差(MSE)标准对这些方法进行了比较。将所提出的方法应用于蒙特卡罗仿真数据,对方法的性能进行了评价和比较,并对实际数据的应用进行了比较,仿真结果和实际应用表明logistic脊估计是其他方法中最好的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Multicollinearity in Logistic Regression Model -Subject Review-
The logistic regression model is one of the modern statistical methods developed to predict the set of quantitative variables (nominal or monotonous), and it is considered as an alternative test for the simple and multiple linear regression equation as well as it is subject to the model concepts in terms of the possibility of testing the effect of the overall pattern of the group of independent variables on the dependent variable and in terms of its use For concepts of standard matching criteria, and in some cases there is a correlation between the explanatory variables which leads to contrast variation and this problem is called the problem of Multicollinearity. This research included an article review to estimate the parameters of the logistic regression model in several biased ways to reduce the problem of multicollinearity between the variables. These methods were compared through the use of the mean square error (MSE) standard. The methods presented in the research have been applied to Monte Carlo simulation data to evaluate the performance of the methods and compare them, as well as the application to real data and the simulation results and the real application that the logistic ridge estimator is the best of other method.
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