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Possibilistic Logistic Regression

in Fuzzy Environment
Abstract

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
datasets with respect to the similarity measure as goodness of fit index. Meanwhile,
they produce a reasonable level of overall rate of correct classification. The proposed
models perform successfully for small datasets. Moreover, they do not fail if the
average value of Y is exactly 0 or 1. The performance of the Goal Programming
Model for fuzzy logistic regression outperforms the Fuzzy Logistic Model with
minimum fuzziness and the Bi-objective Model respectively.

Key Words

Logistic Regression, Maximum Likelihood, Small Data Sets,


Fuzzy Theory, Fuzzy Numbers, Extension Principle,
Non-Linear Mathematical Programming, Goal Programming,
Bi-objective Programming, Simulation Study, Monte Carlo Approach,
Similarity Measure, Correct classification Rate