More on the restricted almost unbiased Liu-estimator in Logistic regression

Nagarajah Varathan; Pushpakanthie Wijekoon

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arXiv · 1711.10156

More on the restricted almost unbiased Liu-estimator in Logistic regression

Nagarajah Varathan·Pushpakanthie Wijekoon

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Abstract

To address the problem of multicollinearity in the logistic regression model, in this paper we propose a new estimator called Stochastic restricted almost unbiased logistic Liu-estimator (SRAULLE) when the prior information is available in the form of stochastic linear restrictions. A Monte Carlo simulation study was carried out to compare the performance of the proposed estimator with some existing estimators in the scalar mean squared error (SMSE) sense. Finally, a real data example was given to appraise the performance of the estimators.

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Nagarajah Varathan, Pushpakanthie Wijekoon. 2017-11-28. More on the restricted almost unbiased Liu-estimator in Logistic regression. https://arxiv.org/abs/1711.10156

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