More on the restricted Liu estimator in the logistic regression model
Küçük Resim Yok
Tarih
2017
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Taylor & Francis Inc
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
Siray etal. proposed a restricted Liu estimator to overcome multicollinearity in the logistic regression model. They also used a Monte Carlo simulation to study the properties of the restricted Liu estimator. However, they did not present the theoretical result about the mean squared error properties of the restricted estimator compared to MLE, restricted maximum likelihood estimator (RMLE) and Liu estimator. In this article, we compare the restricted Liu estimator with MLE, RMLE and Liu estimator in the mean squared error sense and we also present a method to choose a biasing parameter. Finally, a real data example and a Monte Carlo simulation are conducted to illustrate the benefits of the restricted Liu estimator.
Açıklama
Anahtar Kelimeler
Liu Estimator, Mean Squared Error Matrix, Restricted Liu Estimator, 62j02, 62j07
Kaynak
Communications In Statistics-Simulation And Computation
WoS Q Değeri
Q4
Scopus Q Değeri
Q3
Cilt
46
Sayı
5
