On almost unbiased ridge logistic estimator for the logistic regression model

摘要

Schaefer et al. (15) proposed a ridge logistic estimator in logistic regression model. In this paper a new estimator based on the ridge logistic estimator is introduced in logistic regression model and we call it as almost unbiased ridge logistic estimator. The performance of the new estimator over the ridge logistic estimator and the maximum likelihood estimator in scalar mean squared error criterion is investigated. We also present a numerical example and a simulation study to illustrate the theoretical results