Parameter estimation in regression models with qualitative response variable

In this study, parameter estimation and statistical inferences for generalized linear models and detection, effects of multicollinearity in generalized linear models and biased estimators used for minimizing these effects are mentioned. Furthermore, Poisson regression, when response variable is count data, and ridge and principal components estimators when multicollinearity exists in Poisson regression, are explained. Besides, logistic regression, when response variable is from Bernoulli distribution, is described. The use of ridge logistic estimator, principal components logistic estimator and Stein logistic estimator are explained in the circumstances of existing multicollinearity in logistic regression. And the mean square error values are given.KeyWords: Generalized Linear Models, Poisson Regression, Logistic Regression, Ridge Estimator, Principal Components Estimator