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     Research Journal of Mathematics and Statistics


Evaluating the Performance of Liu Logistic Regression Estimator

Rasha A. Farghali and Samah M. Abo-El-Hadid
Department of Mathematics, Insurance and Applied Statistics, Faculty of Commerce and Business Administration, Helwan University, Cairo, Egypt
Research Journal of Mathematics and Statistics  2017  2:11-19
http://dx.doi.org/10.19026/rjms.9.4715  |  © The Author(s) 2017
Received: November 15, 2016  |  Accepted: February 13, 2017  |  Published: November 25, 2017

Abstract

This study aims at comparing the performance of logistic Liu estimators with Maximum Likelihood (ML), Stien and ridge regression estimators using a Monte Carlo simulation, where the mean squared/absolute errors, MSE(β)/MAE(β) mean squared/absolute error between the actual probability $π(x)$ and the estimated probability 􏲯􏱆􏳏􏲯􏱆􏳏$\hat π(x), MSE(π(x))/MAE(π(x))$ are used as performance criteria. An algorithm for simulation steps is included. An application of the effect of quantities of household wastes and its components on the probability of getting a running waste recycling factory is analyzed. Results from both the simulation and the application show that logistic Liu estimators are mostly preferred for correcting mutilcollinearity in logistic regression.

Keywords:

Biased estimators, Liu estimators, logistic regression, multicollinearity, ridge regression estimators, stien estimators,


References


Competing interests

The authors have no competing interests.

Open Access Policy

This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.

Copyright

The authors have no competing interests.

ISSN (Online):  2040-7505
ISSN (Print):   2042-2024
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