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Modified restricted Liu estimator in logistic regression model

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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.

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Acknowledgments

The author is thankful to the editor and the reviewers for their valuable comments and suggestions which have led to substantial improvement in the paper. This work was supported by the Scientific and Technological Research Program of Chongqing Municipal Education Commission (No. KJ1501114), Yong Chuan National Natural Science Foundation of China (No.Ycstc2014nc8001), the National Natural Science Foundation of China (No. 11426054, 11201505), and Program for Innovation Team Building at Institutions of Higher Education in Chongqing (Grant No. KJTD201321).

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Authors and Affiliations

  1. School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing, 402160, China

    Jibo Wu

  2. Key Laboratory of Group & Graph Theories and Applications, Chongqing University of Arts and Sciences, Chongqing, 402160, China

    Jibo Wu

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  1. Jibo Wu
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Correspondence to Jibo Wu.

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Wu, J. Modified restricted Liu estimator in logistic regression model. Comput Stat 31, 1557–1567 (2016). https://doi.org/10.1007/s00180-015-0609-3

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  • DOI: https://doi.org/10.1007/s00180-015-0609-3

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