Article ID Journal Published Year Pages File Type
1154330 Statistics & Probability Letters 2015 11 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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