Efficiency of the Principal Component Liu-Type Estimator in Logistic Regression

Abstract

In this paper we propose a principal component Liu-type logistic estimator by combining the principal component logistic regression estimator and Liu-type logistic estimator to overcome the multicollinearity problem. The superiority of the new estimator over some related estimators are studied under the asymptotic mean squared error matrix. A Monte Carlo simulation experiment is designed to compare the performances of the estimators using mean squared error criterion. Finally, a conclusion section is presented.

Keywords

• Liu-type estimator
• logistic regression
• mean squared error matrix
• maximum likelihood estimator
• multicollinearity