On the Restricted Liu Estimator in the Logistic Regression Model

Siray G. U., Toker S., KAÇIRANLAR S.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.44, sa.1, ss.217-232, 2015 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 44 Sayı: 1
  • Basım Tarihi: 2015
  • Doi Numarası: 10.1080/03610918.2013.771742
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.217-232
  • Anahtar Kelimeler: Logistic regression, Multicollinearity, Restricted Liu estimator, Restricted maximum likelihood estimator, RIDGE-REGRESSION
  • Çukurova Üniversitesi Adresli: Evet

Özet

The logistic regression model is used when the response variables are dichotomous. In the presence of multicollinearity, the variance of the maximum likelihood estimator (MLE) becomes inflated. The Liu estimator for the linear regression model is proposed by Liu to remedy this problem. Urgan and Tez and Mansson et al. examined the Liu estimator (LE) for the logistic regression model. We introduced the restricted Liu estimator (RLE) for the logistic regression model. Moreover, a Monte Carlo simulation study is conducted for comparing the performances of the MLE, restricted maximum likelihood estimator (RMLE), LE, and RLE for the logistic regression model.