STATISTICS & PROBABILITY LETTERS, vol.106, pp.19-29, 2015 (Journal Indexed in SCI)
Article / Article
Title of Journal :
STATISTICS & PROBABILITY LETTERS
Binary logistic regression, Principal component logistic regression estimator, Liu logistic estimator, r - d class logistic estimator, PRINCIPAL COMPONENTS
In order to combat multicollinearity, a new biased estimator in the logistic regression model is introduced by combining principal component and Liu logistic estimators. The properties of the new estimator are discussed and the choice of the shrinkage parameter is proposed. Finally, a simulation study is done to compare the estimators. (C) 2015 Elsevier B.V. All rights reserved.