Author(s)

Nagarajah Varathan^1,2, Pushpakanthie Wijekoon³

¹Postgraduate Institute of Science, University of Peradeniya, Peradeniya, Sri Lanka.
²Department of Mathematics and Statistics, University of Jaffna, Jaffna, Sri Lanka.
³Department of Statistics and Computer Science, University of Peradeniya, Peradeniya, Sri Lanka.

In this article, the restricted almost unbiased ridge logistic estimator (RAURLE) is proposed to estimate the parameter in a logistic regression model with exact linear re-strictions when there exists multicollinearity among explanatory variables. The performance of the proposed estimator over the maximum likelihood estimator (MLE), ridge logistic estimator (RLE), almost unbiased ridge logistic estimator (AURLE), and restricted maximum likelihood estimator (RMLE) with respect to different ridge parameters is investigated through a simulation study in terms of scalar mean square error.

Multicollinearity, Ridge Estimator, Almost Unbiased Ridge Logistic Estimator, Linear Restrictions, Scalar Mean Square Error

Varathan, N. and Wijekoon, P. (2016) On the Restricted Almost Unbiased Ridge Estimator in Logistic Regression. Open Journal of Statistics, 6, 1076-1084. doi: 10.4236/ojs.2016.66087.