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Full-Text Articles in Applied Statistics
On Some Ridge Regression Estimators For Logistic Regression Models, Ulyana P. Williams
On Some Ridge Regression Estimators For Logistic Regression Models, Ulyana P. Williams
FIU Electronic Theses and Dissertations
The purpose of this research is to investigate the performance of some ridge regression estimators for the logistic regression model in the presence of moderate to high correlation among the explanatory variables. As a performance criterion, we use the mean square error (MSE), the mean absolute percentage error (MAPE), the magnitude of bias, and the percentage of times the ridge regression estimator produces a higher MSE than the maximum likelihood estimator. A Monto Carlo simulation study has been executed to compare the performance of the ridge regression estimators under different experimental conditions. The degree of correlation, sample size, number of …