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

Year 2019, , 643 - 653, 01.02.2019

Jibo Wu Yasin Asar

https://doi.org/10.31801/cfsuasmas.456454

Cited By: 4

Abstract

In order to overcome multicollinearity, we propose a stochastic restricted Liu-type maximum likelihood estimator by incorporating Liu-type maximum likelihood estimator 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.

Keywords

Liu-type maximum likelihood estimator, stochastic restricted Liu-type maximum likelihood estimator, multicollinearity

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