A New Stochastic Restricted Liu Estimator for the Logistic Regression Model

• 作者: Weibing Zuo Yingli Li
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: MULTICOLLINEARITY LIU ESTIMATOR STOCHASTIC RESTRICTED LIU ESTIMATOR SCALAR Mean Squared Error Matrix
• 年，卷（期）: 2018,（1）
• 页码范围: 25-37
• 页数: 13页
• 分类号: O1

摘要

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.