Preliminary testing derivatives of a linear unified estimator in the logistic regression model
Abstract
Recently, the well known Liu estimator (Liu, 1993) is attracted researcher's
attention in regression parameter estimation for an ill conditioned linear
model. It is also argued that imposing sub-space hypothesis restriction on
parameters improves estimation by shrinking toward non-sample information.
Chang (2015) proposed the almost unbiased Liu estimator (AULE) in the binary
logistic regression. In this article, some improved unbiased Liu type
estimators, namely, restricted AULE, preliminary test AULE, Stein-type
shrinkage AULE and its positive part for estimating the regression parameters
in the binary logistic regression model are proposed based on the work Chang
(2015). The performances of the newly defined estimators are analysed through
some numerical results. A real data example is also provided to support the
findings.