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 ridge estimation, Chang (2015) 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 estimator in the
logistic regression model. Statistical properties of this newly defined
estimator are derived and some comparison result are also provided in the form
of theorems. A Monte Carlo simulation study along with a real data example are
given to investigate the performance of this estimator.