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.
翻译:本文考虑了多数值物流回归模型中的刘估计值。 我们建议了偏差参数的不同估计值。 平均平方差( MSE) 被视为性能标准。 为了比较估计值的性能, 我们进行了蒙特卡洛模拟研究。 根据模拟研究结果, 我们发现, 增加独立变量与递减器数量之间的关联性会给 MSE 带来负面影响。 但是, 当样本体积提高MSE 时, 即使独立变量之间的关联性较大, MSE 也会减少。 根据最低的MSE 标准, 推荐一些有用的估计值, 用于估算偏差参数 d 。