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