Wu, JiboAsar, Yasin2024-02-232024-02-2320201645-6726https://hdl.handle.net/20.500.12452/18108In this paper we propose a principal component Liu-type logistic estimator by combining the principal component logistic regression estimator and Liu-type logistic estimator to overcome the multicollinearity problem. The superiority of the new estimator over some related estimators are studied under the asymptotic mean squared error matrix. A Monte Carlo simulation experiment is designed to compare the performances of the estimators using mean squared error criterion. Finally, a conclusion section is presented.eninfo:eu-repo/semantics/closedAccessLiu-Type EstimatorLogistic RegressionMean Squared Error MatrixMaximum Likelihood EstimatorMulticollinearityArticle183325336Q3WOS:000557809200006Q3