ON THE STOCHASTIC RESTRICTED LIU-TYPE MAXIMUM LIKELIHOOD ESTIMATOR IN LOGISTIC REGRESSION MODEL

Abstract

In order to overcome multicollinearity, we propose a stochasticrestricted Liu-type maximum likelihood estimator by incorporating Liu-typemaximum likelihood estimator to the logistic regression model when the linearrestrictions are stochastic. We also discuss the properties of the new estimator. Moreover, we give a method to choose the biasing parameter in the newestimator. Finally, a simulation study is given to show the performance of thenew estimator.