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Modified restricted Liu estimator in logistic regression model

Author

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  • Jibo Wu

    (Chongqing University of Arts and Sciences
    Chongqing University of Arts and Sciences)

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.

Suggested Citation

  • Jibo Wu, 2016. "Modified restricted Liu estimator in logistic regression model," Computational Statistics, Springer, vol. 31(4), pages 1557-1567, December.
    • Handle: RePEc:spr:compst:v:31:y:2016:i:4:d:10.1007_s00180-015-0609-3
    DOI: 10.1007/s00180-015-0609-3
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    Cited by:

    1. Nagarajah Varathan & Pushpakanthie Wijekoon, 2021. "Optimal stochastic restricted logistic estimator," Statistical Papers, Springer, vol. 62(2), pages 985-1002, April.

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