Efficiency of the principal component Liu-type estimator in logistic regression model
Abstract
In this paper we propose a principal component Liu-type logistic estimator by
combining the principal component logistic regression estimator and Liu-type
logistic estimator to overcome the multicollinearity problem. The superiority
of the new estimator over some related estimators are studied under the
asymptotic mean squared error matrix. A Monte Carlo simulation experiment is
designed to compare the performances of the estimators using mean squared error
criterion. Finally, a conclusion section is presented.