English

More on the restricted almost unbiased Liu-estimator in Logistic regression

Statistics Theory 2017-11-29 v1 Statistics Theory

Abstract

To address the problem of multicollinearity in the logistic regression model, in this paper we propose a new estimator called Stochastic restricted almost unbiased logistic Liu-estimator (SRAULLE) when the prior information is available in the form of stochastic linear restrictions. A Monte Carlo simulation study was carried out to compare the performance of the proposed estimator with some existing estimators in the scalar mean squared error (SMSE) sense. Finally, a real data example was given to appraise the performance of the estimators.

Keywords

Cite

@article{arxiv.1711.10156,
  title  = {More on the restricted almost unbiased Liu-estimator in Logistic regression},
  author = {Nagarajah Varathan and Pushpakanthie Wijekoon},
  journal= {arXiv preprint arXiv:1711.10156},
  year   = {2017}
}

Comments

16 pages, 6 tables