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315863

Modified Ridge Logistic Estimator Based on Singular Value Decomposition

Article

Last updated: 28 Dec 2024

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Tags

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Abstract

This paper aims to introduce a modification of the ridge estimator based on the singular value decomposition (SVD) technique of the design matrix (X ) to combat multicollinearity in the binary logistic model. This estimator is called a modified ridge logistic based on SVD estimator which is denoted as (MRLSVDE). We study the statistical properties of the proposed estimator in the context of the bias, variance-covariance matrix, and mean squared error. A Monte Carlo simulation study is conducted to evaluate the performance of the proposed estimator over the ridge logistic estimator (RLE) and the maximum likelihood estimator (MLE) based on the scalar mean squared error (SMSE) criterion. Moreover, an empirical application is provided to investigate the potential benefits of the proposed estimator in real-life fields. The results of the simulation study and real data application indicate that the proposed estimator outperforms the maximum likelihood and ridge logistic estimators in the scalar mean squared error sense.

DOI

10.21608/esju.2023.206494.1012

Keywords

logistic regression model, Multicollinearity, Ridge logistic estimator, singular value decomposition, Numerical rank

Authors

First Name

Mostafa

Last Name

Kamal

MiddleName

-

Affiliation

مدرس مساعد بكلية التجارة - جامعة مدينة السادات

Email

drkamal2255@gmail.com

City

السادات

Orcid

-

First Name

Monira

Last Name

Hussein

MiddleName

Ahmed

Affiliation

أستاذ الإحصاء المتفرغ- بكلية التجارة - جامعة مدينة السادات

Email

mounira.ahmed@com.usc.edu.eg

City

السادات

Orcid

-

Volume

67

Article Issue

1

Related Issue

43194

Issue Date

2023-06-01

Receive Date

2023-04-17

Publish Date

2023-06-01

Page Start

19

Page End

35

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_315863.html

Detail API

https://esju.journals.ekb.eg/service?article_code=315863

Order

2

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Modified Ridge Logistic Estimator Based on Singular Value Decomposition

Details

Type

Article

Created At

28 Dec 2024