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On the stochastic restricted Liu estimator in...
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