- Communications Faculty of Sciences University Ankara Series A1 Mathematics and Statistics
- Vol: 68 Issue: 1
- On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression model
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 : 10 | Download : 7
Publication Date : 2019-02-01
Article Type : Research
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