2017/11/28 by Nagarajah Varathan, Varathan, Nagarajah, Pushpakanthie Wijekoon +1
Mathematics · #62J07 #Advanced Statistical Methods and Models #FOS: Mathematics #Fuzzy Systems and Optimization #Mathematical Inequalities and Applications #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.1711.10156
openalex publication_date 2017/11/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.