First-order r−d class estimator in binary logistic regression model

M. Revan Özkale and Engin Arıcan

Statistics & Probability Letters, 2015, vol. 106, issue C, 19-29

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: Binary logistic regression; Principal component logistic regression estimator; Liu logistic estimator; r−d class logistic estimator (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.06.021

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