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

Authors : Jibo WU, Yasin ASAR

Pages : 643-653

Doi:10.31801/cfsuasmas.456454

View : 17 | Download : 11

Publication Date : 2019-02-01

Article Type : Research Paper

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