Author(s)

Weibing Zuo^*, Yingli Li

College of Mathematics and Statistics, North China University of Water Resources and Electric Power, Zhengzhou, China.

In order to overcome the well-known multicollinearity problem, we propose a new Stochastic Restricted Liu Estimator in logistic regression model. In the mean square error matrix sense, the new estimation is compared with the Maximum Likelihood Estimation, Liu Estimator Stochastic Restricted Maximum Likelihood Estimator etc. Finally, a numerical example and a Monte Carlo simulation are given to explain some of the theoretical results.

Multicollinearity, Liu Estimator, Stochastic Restricted Liu Estimator, Scalar Mean Squared Error Matrix

Zuo, W. and Li, Y. (2018) A New Stochastic Restricted Liu Estimator for the Logistic Regression Model. Open Journal of Statistics, 8, 25-37. doi: 10.4236/ojs.2018.81003.