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.