  This paper considers the Liu estimator in the multinomial logistic regression
model. We propose some different estimators of the biasing parameter. The mean
square error (MSE) is considered as the performance criterion. In order to
compare the performance of the estimators, we performed a Monte Carlo
simulation study. According to the results of the simulation study, we found
that increasing the correlation between the independent variables and the
number of regressors has a negative effect on the MSE. However, when the sample
size increases the MSE decreases even when the correlation between the
independent variables is large. Based on the minimum MSE criterion some useful
estimators for estimating the biasing parameter d are recommended for the
practitioners.
