The effect of high leverage points on the logistic ridge regression estimator having multicollinearity

• Main Authors: Ariffin @ Mat Zin, Syaiba Balqish, Midi, Habshah
• Format: Conference or Workshop Item
• Language: English
• Published: AIP Publishing LLC 2013
• Online Access: http://psasir.upm.edu.my/id/eprint/57420/1/The%20effect%20of%20high%20leverage%20points%20on%20the%20logistic%20ridge%20regression%20estimator%20having%20multicollinearity.pdf; http://psasir.upm.edu.my/id/eprint/57420/

This article is concerned with the performance of logistic ridge regression estimation technique in the presence of multicollinearity and high leverage points. In logistic regression, multicollinearity exists among predictors and in the information matrix. The maximum likelihood estimator suffers a...