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A New Stochastic Restricted Liu Estimator for the Logistic Regression Model
College of Mathematics and Statistics, North China University of Water Resources and Electric Power, Zhengzhou, China
College of Mathematics and Statistics, North China University of Water Resources and Electric Power, Zhengzhou, China
- 1 College of Mathematics and Statistics, North China University of Water Resources and Electric Power, Zhengzhou, China
- 2 College of Mathematics and Statistics, North China University of Water Resources and Electric Power, Zhengzhou, China
Open Journal of Statistics·Volume 08 (2018)·Pages 25–37·Published 25 January 2018·DOI10.4236/ojs.2018.81003
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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.
KeywordsMulticollinearityLiu EstimatorStochastic Restricted Liu EstimatorScalar Mean Squared Error Matrix
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