# On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression

@article{Wu2017OnTS, title={On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression}, author={Jibo Wu and Yasin Asar}, journal={arXiv: Methodology}, year={2017} }

In order to overcome multicollinearity, we propose a stochastic restricted Liu-type max- imum likelihood estimator by incorporating Liu-type maximum likelihood estimator (Inan and Erdo- gan, 2013) to the logistic regression model when the linear restrictions are stochastic. We also discuss the properties of the new estimator. Moreover, we give a method to choose the biasing parameter in the new estimator. Finally, a simulation study is given to show the performance of the new estimator.

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The restricted Liu estimator is compared with MLE, RMLE and Liu estimators in the mean squared error sense and a method to choose a biasing parameter is presented.

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In the presence of multicollinearity in logistic regression, the variance of the Maximum Likelihood Estimator (MLE) becomes inflated. Siray et al. (2015) [1] proposed a restricted Liu estimator in…

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In order to overcome the problem of multicollinearity in logistic regression, several researchers proposed alternative estimators when exact linear restrictions are available in addition to sample…

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In the logistic regression, it is known that multicollinearity affects the variance of Maximum Likelihood Estimator (MLE). To overcome this issue, several researchers proposed alternative estimators…

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