Journal article
On the restricted almost unbiased Liu estimator in the logistic regression model
Abstract
It is known that when the multicollinearity exists in the logistic regression model, variance of maximum likelihood estimator is unstable. As a remedy, in the context of biased shrinkage Liu estimation, Chang introduced an almost unbiased Liu estimator in the logistic regression model. Making use of his approach, when some prior knowledge in the form of linear restrictions are also available, we introduce a restricted almost unbiased Liu …
Authors
Wu J; Asar Y; Arashi M
Journal
Communication in Statistics- Theory and Methods, Vol. 47, No. 18, pp. 4389–4401
Publisher
Taylor & Francis
Publication Date
September 17, 2018
DOI
10.1080/03610926.2017.1376082
ISSN
0361-0926