Modified restricted Liu estimator in logistic regression model

Jibo Wu ()
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Jibo Wu: Chongqing University of Arts and Sciences

Computational Statistics, 2016, vol. 31, issue 4, No 16, 1557-1567

Abstract: Abstract Şiray et al. (Commun Stat Simul Comput, 2014) proposed a restricted Liu estimator in logistic regression model with linear restrictions. However, this estimator did not satisfy the linear restrictions. In this paper, we introduce a modified restricted Liu estimator in logistic regression model with linear restrictions. Our results show that the new estimator satisfies the linear restrictions. We also discuss the properties of the new estimator under the matrix mean squared error criterion. Finally, a Monte Carlo study and a numerical example are given to show the performances of the new estimator.

Keywords: Restricted maximum likelihood estimator; Restricted Liu estimator; Modified restricted Liu estimator; Logistic regression model; 62J05 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00180-015-0609-3

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