On the Restricted Almost Unbiased Ridge Estimator in Logistic Regression

Nagarajah Varathan, Pushpakanthie Wijekoon
2016 Open Journal of Statistics  
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 restrictions 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
more » ... to different ridge parameters is investigated through a simulation study in terms of scalar mean square error.
doi:10.4236/ojs.2016.66087 fatcat:tkteuzzsdvgg3ofw6eupwzsl4i