广义线性模型中的迭代随机受限\(r-k\)类估计量:在逻辑回归中的应用

IF 1.4 4区 综合性期刊 Q2 MULTIDISCIPLINARY SCIENCES
Atif Abbasi, M. Revan Özkale
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引用次数: 0

摘要

本文的目的是介绍多重共线性情况下随机受限\(r-k\)类估计量和随机受限主成分回归估计量。给出了这些新估计量与极大似然估计量的矩阵均方误差比较。在响应变量为二项分布的情况下,通过数值算例和仿真研究来检验新估计器的性能评价,以数值算例中的标量均方差和仿真研究中的估计均方差和预测均方差作为性能评价标准。结果表明,当使用适当的调优参数值时,随机受限\(r-k\)类估计器比极大似然估计器得到更好的结果;混合约束主成分回归估计和随机约束主成分回归估计在多重共线性程度下均优于随机约束脊估计,在多重共线性程度下均优于估计均方差准则,在多重共线性程度为0.80和0.90时均优于预测均方差准则。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Iterative Stochastic Restricted \(r-k\) Class Estimator in Generalized Linear Models: Application on Logistic Regression

Iterative Stochastic Restricted \(r-k\) Class Estimator in Generalized Linear Models: Application on Logistic Regression

The purpose of this paper is to introduce the stochastic restricted \(r-k\) class estimator and the stochastic restricted principal components regression estimator in case of multicollinearity. The matrix mean square error (MSE) comparisons of these new proposed estimators with the maximum likelihood estimator are given. In case the response variable has a binomial distribution, the performance evaluation of new estimators is examined with a numerical example and simulation studies such that the scalar MSE in the numerical example and the estimated MSE and the prediction MSE in the simulation study are used as the performance evaluation criteria. The results show that when the appropriate tuning parameter value is used, the stochastic restricted \(r-k\) class estimator gives better results than the maximum likelihood, mixed and stochastic restricted principal components regression estimators in all evaluation criteria regardless of the degree of multicollinearity while it is superior to the stochastic restricted ridge estimator according to the estimated MSE criterion at all degree of multicollinearity and according to the prediction MSE criterion when the degree of multicollinearity is 0.80 and 0.90.

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来源期刊
CiteScore
4.00
自引率
5.90%
发文量
122
审稿时长
>12 weeks
期刊介绍: The aim of this journal is to foster the growth of scientific research among Iranian scientists and to provide a medium which brings the fruits of their research to the attention of the world’s scientific community. The journal publishes original research findings – which may be theoretical, experimental or both - reviews, techniques, and comments spanning all subjects in the field of basic sciences, including Physics, Chemistry, Mathematics, Statistics, Biology and Earth Sciences
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