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Estimation methods of logistic regression in context of multicollinearity (Comparative study)

Article

Last updated: 04 Jan 2025

Subjects

-

Tags

الاحصاء والرياضة والتأمين

Abstract

The binary logistic regression (BLR) model is used as an alternative to the commonly used linear regression model when the response variable is binary. As in the linear regression model, there can be a relationship between the predictor variables in a BLR, especially when they are continuous, thus giving rise to the problem of multicollinearity. The efficiency of maximum likelihood estimator (MLE) is low in estimating the parameters of BLR when there is multicollinearity alternatively, the ridge estimator (RR), the Liu estimator (LE), the Liu-type estimator (LTE) and The Modified Ridge-Type estimator (MRTE) were developed to replace MLE. However, in this study, we compared all estimators by the mean squares errors (MSE) to get the best estimator that mitigates the effect of multicollinearity. Finally, a simulation study was conducted to illustrate the theoretical results. The result shows that the modified Ridge type estimator outperforms all other estimators followed by Liu estimator.

DOI

10.21608/zcom.2022.159185.1167

Keywords

Multicollinearity, Logistic regression, Ridge estimator, Liu estimator, Modified Ridge-Type estimator

Authors

First Name

Mahmoud Arif

Last Name

Awad Allah

MiddleName

-

Affiliation

کلية التجارة جامعة الزقازيق

Email

mahmoudarif2018@gmail.com

City

الزقازيق

Orcid

-

First Name

Mohamed Abdel Samie

Last Name

Enany

MiddleName

-

Affiliation

قسم الإحصاء والرياضة والتأمين، کلية التجارة، جامعة الزقازيق، مصر

Email

mabdelsamih@zu.edu.eg

City

الزقازيق

Orcid

-

First Name

Hassan Mohamed

Last Name

Ali

MiddleName

-

Affiliation

قسم الاحصاء والتأمين کلية التجارة جامعة الزقازيق

Email

hassanhassein@gmail.com

City

الزقازيق

Orcid

-

Volume

45

Article Issue

4

Related Issue

44065

Issue Date

2023-10-01

Receive Date

2022-08-28

Publish Date

2023-10-01

Page Start

65

Page End

88

Print ISSN

1110-7731

Online ISSN

2735-4512

Link

https://zcom.journals.ekb.eg/article_262632.html

Detail API

https://zcom.journals.ekb.eg/service?article_code=262632

Order

30

Type

تجاریة کل ما یتعلق بالعلوم التجاریة

Type Code

1,572

Publication Type

Journal

Publication Title

مجلة البحوث التجارية

Publication Link

https://zcom.journals.ekb.eg/

MainTitle

Estimation methods of logistic regression in context of multicollinearity (Comparative study)

Details

Type

Article

Created At

27 Dec 2024