On the restricted almost unbiased Liu estimator in the logistic regression model
Küçük Resim Yok
Tarih
2018
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Taylor & Francis Inc
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
It is known that when the multicollinearity exists in the logistic regression model, variance of maximum likelihood estimator is unstable. As a remedy, in the context of biased shrinkage Liu estimation, Chang introduced an almost unbiased Liu estimator in the logistic regression model. Making use of his approach, when some prior knowledge in the form of linear restrictions are also available, we introduce a restricted almost unbiased Liu estimator in the logistic regression model. Statistical properties of this newly defined estimator are derived and some comparison results are also provided in the form of theorems. A Monte Carlo simulation study along with a real data example are given to investigate the performance of this estimator.
Açıklama
Anahtar Kelimeler
Almost Unbiased Liu Estimator, Eigenvalue, Liu Estimator, Mean Squared Error Matrix, Restricted Almost Unbiased Liu Estimator
Kaynak
Communications In Statistics-Theory And Methods
WoS Q Değeri
Q4
Scopus Q Değeri
Q3
Cilt
47
Sayı
18
