TITLE:
A New Stochastic Restricted Liu Estimator for the Logistic Regression Model
AUTHORS:
Weibing Zuo, Yingli Li
KEYWORDS:
Multicollinearity, Liu Estimator, Stochastic Restricted Liu Estimator, Scalar Mean Squared Error Matrix
JOURNAL NAME:
Open Journal of Statistics,
Vol.8 No.1,
February
1,
2018
ABSTRACT: In order to overcome the well-known multicollinearity problem, we propose
a new Stochastic Restricted Liu Estimator in logistic regression model. In the
mean square error matrix sense, the new estimation is compared with the Maximum
Likelihood Estimation, Liu Estimator Stochastic Restricted Maximum Likelihood
Estimator etc. Finally, a numerical example and a Monte Carlo simulation are
given to explain some of the theoretical results.