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On the stochastic restricted Liu-type maximum...
Journal article

On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression

Abstract

In order to overcome multicollinearity, we propose a stochastic restricted Liu-type max- imum likelihood estimator by incorporating Liu-type maximum likelihood estimator (Inan and Erdo- gan, 2013) to the logistic regression model when the linear restrictions are stochastic. We also discuss the properties of the new estimator. Moreover, we give a method to choose the biasing parameter in the new estimator. Finally, a simulation study is given to show the performance of the new estimator.

Authors

Wu J; Asar Y

Journal

, , ,

Publication Date

October 6, 2017

DOI

10.48550/arxiv.1710.02290

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