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

2017/10/06 by Jibo Wu, Wu, Jibo, Yasin Asar +1
Mathematics · Decision Sciences · #Advanced Statistical Methods and Models #Fuzzy Systems and Optimization #Advanced Statistical Process Monitoring

paper · pdf · doi:10.48550/arxiv.1710.02290

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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