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arXiv 2111.03398stat.MEmath.STstat.APstat.TH
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多元逻辑斯谛回归模型的Liu估计

Liu Estimator in the Multinomial Logistic Regression Model

Yasin Asar, Murat Erişoğlu

摘要:

本文考虑多项逻辑斯谛回归模型中的Liu估计。我们提出了一些不同的偏置参数的估计。均方误差(MSE)被认为是性能标准。为了比较估计器的性能,我们进行了蒙特卡罗模拟研究。根据模拟研究的结果,我们发现,增加自变量之间的相关性和回归变量的数量对均方误差有负面影响。然而,当样本量增加时,即使自变量之间的相关性很大,MSE也会降低。基于最小均方误差准则,本文推荐了一些有用的偏置参数d的估计量。

英文摘要:

This paper considers the Liu estimator in the multinomial logistic regression model. We propose some different estimators of the biasing parameter. The mean square error (MSE) is considered as the performance criterion. In order to compare the performance of the estimators, we performed a Monte Carlo simulation study. According to the results of the simulation study, we found that increasing the correlation between the independent variables and the number of regressors has a negative effect on the MSE. However, when the sample size increases the MSE decreases even when the correlation between the independent variables is large. Based on the minimum MSE criterion some useful estimators for estimating the biasing parameter d are recommended for the practitioners.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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