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arXiv · 1710.02290

On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression

Jibo Wu·Yasin Asar
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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.

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Jibo Wu, Yasin Asar. 2017-10-06. On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression. https://arxiv.org/abs/1710.02290

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