Nagarajah Varathan

Ridge Estimator in Logistic Regression under Stochastic Linear Restrictions

Nagarajah Varathan & Pushpakanthie Wijekoon · Journal of Advances in Mathematics and Computer Science · 2016

In the logistic regression, it is known that multicollinearity affects the variance of Maximum Likelihood Estimator (MLE). To overcome this issue, several researchers proposed alternative estimators when exact linear restrictions are available in addition to sample model. In this...