Logistic Liu estimator under stochastic linear restrictions

DOI10.1007/s00362-016-0856-6zbMath1420.62319OpenAlexW2551912198MaRDI QIDQ2423199

Pushpakanthie Wijekoon, Nagarajah Varathan

Publication date: 21 June 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0856-6

zbMATH Keywords

logistic regressionmulticollinearityLiu estimatorstochastic linear restrictionsstochastic restricted Liu maximum likelihood estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items (12)

On the stochastic restricted Liu estimator in logistic regression model ⋮ A new biased estimation method in tobit regression: theory and application ⋮ An improved and efficient biased estimation technique in logistic regression model ⋮ Stochastic restricted Liu predictors in linear mixed models ⋮ Modified almost unbiased Liu estimator in logistic regression ⋮ A new Liu-type estimator for the Inverse Gaussian Regression Model ⋮ The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses ⋮ Optimal stochastic restricted logistic estimator ⋮ Improvement of mixed predictors in linear mixed models ⋮ A new kind of stochastic restricted biased estimator for logistic regression model ⋮ On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression model ⋮ Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm

Cites Work

• Using principal components for estimating logistic regression with high-dimensional multicollinear data
• Modified restricted Liu estimator in logistic regression model
• Linear models. Least squares and alternatives
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• On almost unbiased ridge logistic estimator for the logistic regression model
• New Shrinkage Parameters for the Liu-type Logistic Estimators
• On the small sample properties of norm-restricted maximum likelihood estimators for logistic regression models
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• Performance of Some New Ridge Regression Estimators
• Liu-Type Logistic Estimator
• More on the restricted Liu estimator in the logistic regression model
• On the Restricted Liu Estimator in the Logistic Regression Model

This page was built for publication: Logistic Liu estimator under stochastic linear restrictions