Könyv Possibilistic Logistic Regression Hesham A. Abdalla

Possibilistic Logistic Regression

in Fuzzy Environment

Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Kiadói készleten rendelésre
Küldés 17-27 napon belül
20 427 Ft
Parameter estimation for logistic regression is usually based on maximizing the likelihood function....

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2012
oldal
124
EAN
9783659263637
Enbook ID
06853977
Súly
203
Méretek
150 x 220 x 7

Teljes leírás

Parameter estimation for logistic regression is usually based on maximizing the likelihood function. For large well-balanced datasets ML estimation is a satisfactory approach. Unfortunately, ML may fail completely or at least produce poor results in terms of estimated probabilities and confidence intervals of parameters, specially for small datasets. This study extends logistic regression model to fuzzy logistic regression model by suggesting a new approach based on fuzzy concepts to estimate the model parameters. This study produces three proposed mathematical models with different objective functions. The first is formulated as a bi-objective programming model. The second is formulated using a goal programming approach, while the third is a mathematical programming model which minimizes the total spread of the estimated probabilities of the logistic model. The proposed models are evaluated and their results are compared to ML results through a Monte Carlo simulation study. The results are analyzed and summarized to conclude the following: The proposed models outperform ML approach for small size data sets with respect to the similarity measure as goodness of fit index.

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