A new Liu-type estimator in binary logistic regression models

Esra Ertan and Kadri Ulaş Akay

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 13, 4370-4394

Abstract: In logistic regression models, the maximum likelihood method is commonly used to estimate the model parameters. However, unstable parameter estimates are obtained as a result of multicollinearity. In this article, a new biased estimator is proposed to combat multicollinearity in the binary logistic regression models. The proposed estimator is a general estimator which includes other biased estimators, such as the Logistic Ridge, Logistic Liu and the estimators with two biasing parameters as special cases. Necessary and sufficient conditions for the superiority of the new biased estimator over the existing estimators are obtained. Also, Monte Carlo simulation studies are executed to compare the performance of the proposed biased estimator. Finally, a numerical example is given to illustrate some of the theoretical results.

Date: 2022
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DOI: 10.1080/03610926.2020.1813777

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