New Two-Parameter Estimators for the Logistic Regression Model with Multicollinearity Article

Awwad, FA, Odeniyi, KA, Dawoud, I et al. (2022). New Two-Parameter Estimators for the Logistic Regression Model with Multicollinearity . 21 403-414. 10.37394/23206.2022.21.48

cited authors

  • Awwad, FA; Odeniyi, KA; Dawoud, I; Algamal, ZY; Abonazel, MR; Kibria, BMG; Eldin, ET

abstract

  • We proposed new two-parameter estimators to solve the problem called multicollinearity for the logistic regression model in this paper. We have derived these estimators’ properties and using the mean squared error (MSE) criterion; we compare theoretically with some of existing estimators, namely the maximum likelihood, ridge, Liu estimator, Kibria-Lukman, and Huang estimators. Furthermore, we obtain the estimators for k and d. A simulation is conducted in order to compare the estimators' performances. For illustration purposes, two real-life applications have been analyzed, that supported both theoretical and a simulation. We found that the proposed estimator, which combines the Liu estimator and the Kibria-Lukman estimator, has the best performance.

publication date

  • January 1, 2022

Digital Object Identifier (DOI)

start page

  • 403

end page

  • 414

volume

  • 21