On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression model
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Date
2019-02-01
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Ankara Üniversitesi Fen Fakültesi
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.
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Keywords
Liu-type maximum likelihood estimator, Stochastic restricted Liu-type maximum likelihood estimator, Multicollinearity