On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression
Methodology
2017-10-09 v1
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.
Cite
@article{arxiv.1710.02290,
title = {On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression},
author = {Jibo Wu and Yasin Asar},
journal= {arXiv preprint arXiv:1710.02290},
year = {2017}
}
Comments
8 pages, 2 tables