Communications in Statistics - Theory and Methods, ( ISI ), Volume (46), No (14), Year (2017-7) , Pages (6864-6873)

Title : ( Developing a restricted two-parameter Liu-type estimator: A comparison of restricted estimators in the binary logistic regression model )

Authors: Yasin Asar , MuratEri so glu , Mohammad Arashi ,

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Abstract

In the context of estimating regression coefficients of an ill-conditioned binary logistic regression model, we develop a new biased estimator having two parameters for estimating the regression vector parameter β when it is subjected to lie in the linear subspace restriction Hβ = h. The matrix mean squared error and mean squared error (MSE) functions of these newly defined estimators are derived. Moreover, a method to choose the two parameters is proposed. Then, the performance of the proposed estimator is compared to that of the restricted maximum likelihood estimator and some other existing estimators in the sense of MSE via a Monte Carlo simulation study. According to the simulation results, the performance of the estimators depends on the sample size, number of explanatory variables, and degree of correlation. The superiority region of our proposed estimator is identified based on the biasing parameters, numerically. It is concluded that the new estimator is superior to the others in most of the situations considered and it is recommended to the researchers.

Keywords

, Logistic regression, mean squared error, multicollinearity, restricted estimators.
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@article{paperid:1081571,
author = {Yasin Asar and MuratEri So Glu and Arashi, Mohammad},
title = {Developing a restricted two-parameter Liu-type estimator: A comparison of restricted estimators in the binary logistic regression model},
journal = {Communications in Statistics - Theory and Methods},
year = {2017},
volume = {46},
number = {14},
month = {July},
issn = {0361-0926},
pages = {6864--6873},
numpages = {9},
keywords = {Logistic regression; mean squared error; multicollinearity; restricted estimators.},
}

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%0 Journal Article
%T Developing a restricted two-parameter Liu-type estimator: A comparison of restricted estimators in the binary logistic regression model
%A Yasin Asar
%A MuratEri So Glu
%A Arashi, Mohammad
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2017

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