A Simulation Study of Some Logistic, Poisson, and Multiple Ridge Regression Estimators

Authors

  • Jerson S. Mohamad Department of Mathematics and Statistics, College of Science and Mathematics, Western Mindanao State University, 7000, Zamboanga City, Philippines
  • Angelyn S. Delica Department of Mathematics and Statistics, College of Science and Mathematics, Western Mindanao State University, 7000, Zamboanga City, Philippines
  • Maydalyn H. Esperat Department of Mathematics and Statistics, College of Science and Mathematics, Western Mindanao State University, 7000, Zamboanga City, Philippines
  • Aubrey G. Labastilla Department of Mathematics and Statistics, College of Science and Mathematics, Western Mindanao State University, 7000, Zamboanga City, Philippines
  • Shiela May M. Ledesma Department of Mathematics and Statistics, College of Science and Mathematics, Western Mindanao State University, 7000, Zamboanga City, Philippines
  • Doeyien D. Misil Department of Mathematics and Statistics, College of Science and Mathematics, Western Mindanao State University, 7000, Zamboanga City, Philippines

DOI:

https://doi.org/10.29020/nybg.ejpam.v18i2.6162

Keywords:

ridge regression, ridge parameter, Logistic Regression, poisson re, multiple regression, Monte Carlo simulation, stats R package

Abstract

This paper is a Monte Carlo simulation study of some logistic, Poisson, and multiple ridge regression estimators. This study proposes new ridge regression estimators using linear combinations of known ridge parameters, developed through grid search and methods that leverage mean squared error (MSE) values from prior simulations. The performance of each known and proposed estimators are then compared using MSE criterion. Results show that the proposed estimators performed better on many cases. Furthermore, each estimator was applied to secondary data and was compared based on their respective estimated coefficients.

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Published

2025-05-01

Issue

Vol. 18 No. 2: (April 2025)

Section

Econometrics and Statistics

License

Copyright (c) 2025 Jerson S. Mohamad, Angelyn S. Delica, Maydalyn H. Esperat, Aubrey G. Labastilla, Shiela May M. Ledesma, Doeyien D. Misil

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How to Cite

A Simulation Study of Some Logistic, Poisson, and Multiple Ridge Regression Estimators. (2025). European Journal of Pure and Applied Mathematics, 18(2), 6162. https://doi.org/10.29020/nybg.ejpam.v18i2.6162