Home
Scholarly Works
On the restricted almost unbiased Liu estimator in...
Preprint

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.

Authors

Wu J; Asar Y; Arashi M

Publication date

July 22, 2017

DOI

10.48550/arxiv.1707.07158

Preprint server

arXiv

Labels

View published work (Non-McMaster Users)

Contact the Experts team