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Selecting the Method to Overcome Partial and Full Multicollinearity in Binary Logistic Model

机译:选择克服二元物流模型中的局部和完全多色性的方法

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The aim of our study is to select the best method for overcoming partial and full multicollinearity in binary logistic model for different sample sizes. Logistic ridge regression (LRR), least absolute shrinkage and selection operator (LASSO) and principal component logistic regression (PCLR) compared to maximum likelihood estimator (MLE) using simulation data with different level of multicollinearity and different sample sizes (n=20, 50, 100, 200). The best method is chosen based on mean square error (MSE) values and the best model is characterized by AIC value. The results show that LRR, LASSO and PCLR surpass MLE in overcoming partial and full multicollinearity in binary logistic model. PCLR exceeds LRR and LASSO when full multicollinearity occurs in binary logistic model but LASSO and LRR are better used when partial multicollinearity exists in the model.
机译:我们的研究目的是选择用于不同样本尺寸的二进制物流模型中克服局部和完全多色性的最佳方法。逻辑脊回归(LRR),最小绝对收缩和选择运算符(套索)和主要成分逻辑回归(PCLR)与使用具有不同多种多量水平和不同样本尺寸的模拟数据(n = 20,50 ,100,200)。基于均方误差(MSE)值,最佳模型的特征是基于均方误差(MSE)的最佳方法。结果表明,LRR,LASSO和PCLR超越了二进制物流模型中克服局部和完全多色性的MLE。当在二进制逻辑模型中发生完全多型材料时,PCLR超过LASSO,但在模型中存在部分多色性性时,套索和LRR更好地使用。

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