文章基本信息

标题：A New Stochastic Restricted Liu Estimator for the Logistic Regression Model
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作者：Weibing Zuo ; Yingli Li
期刊名称：Open Journal of Statistics
印刷版ISSN：2161-718X
电子版ISSN：2161-7198
出版年度：2018
卷号：08
期号：01
页码：25-37
DOI：10.4236/ojs.2018.81003
语种：English
出版社：Scientific Research Publishing
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.
关键词：Multicollinearity;Liu Estimator;Stochastic Restricted Liu Estimator;Scalar Mean Squared Error Matrix