Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154330 | Statistics & Probability Letters | 2015 | 11 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
M. Revan Özkale, Engin Arıcan,