Journal article
On the stochastic restricted Liu estimator in logistic regression model
Abstract
In this paper, we study the effects of near-singularity which is known as multicollinearity in the binary logistic regression. Furthermore, we also assume the presence of stochastic non-sample linear restrictions. The well-known logistic Liu estimator is combined with the stochastic linear restrictions in order to propose a new method, namely, the stochastic restricted Liu estimation. Theoretical comparisons between the usual maximum likelihood …
Authors
Li Y; Asar Y; Wu J
Journal
Journal of Statistical Computation and Simulation, Vol. 90, No. 15, pp. 2766–2788
Publisher
Taylor & Francis
Publication Date
October 12, 2020
DOI
10.1080/00949655.2020.1790561
ISSN
0094-9655