Performance of Some Dawoud-Kibra Estimators for Logistic Regression
Model: Application to Pena data set
OLASUNKANMI JAMES OLADAPO1,*, OLUSEGUN O.ALABI2, KAYODE AYINDE2,3
1Department of Statistics, Ladoke Akintola University of Technology, Ogbomoso, Oyo State, NIGERIA
2Department of Statistics, Federal University of Technology, Akure, Ondo state, NIGERIA
3Department of Mathematics and Statistics, Northwest Missouri state university, Maryville, Missouri,
USA
1*Corresponding author
Abstract:A logistic regression model's parameters are usually estimated using the maximum likelihood (ML)
method. As a consequence of the problem of multicollinearity, unstable parameter estimates are obtained, and the
mean square error (MSE) obtained cannot also be relied upon. There have been several biased estimators proposed
to deal with multicollinearity, and the logistic Dawoud-Kibra (LDK) estimator is one of them, and research has
shown that biasing parameters have an effect on MSE, too. Our study proposed seven LDK biasing estimators and
all of them were subjected to Monte Carlo simulations, as well as using Pena data sets. According to the simulation
study, LDK estimators outperform Logistic Ridge Regression (LRR) and ML methods. Furthermore, application to
Pena real data set also align with the simulation results.
Key-words: Logistic regression, Multicollinearity, Biased estimators, Maximum likelihood, Simulation, MSE.
Received: January 5, 2023. Revised: October 15, 2023. Accepted: November 17, 2023. Published: December 31, 2023.
1 Introduction
It was Frisch [1] who first introduced the concept of
multicollinearity in multiple regression models. It is a
common occurrence in applied research. For linear
regression models and logit regression models, the use
of ordinary least squares (OLS) and maximum
likelihood (ML) leads to high variance and unstable
parameter estimates. Due to multicollinearity,
regression analysis's conclusions may be questioned.
As a correction measure for linear regression, ridge
regression (RR) has become increasingly popular in
recent decades [2]. Many studies have been conducted
to estimate the ridge parameter k, originally proposed
by Hoerl and Kennard [2, 3]. Such studies, performed
on ridge regression, include the works of Gibbons [4],
Lawless and Wang [5], and Dempster et al. [6] Hoerl
and Kennard; [2] Hoerl et al.; [7] McDonald and
Galarneau [8] Alkhamisi et al. [9] Alkhamisi and
Shukur [10] Muniz and Kibria [11] Muniz et al. [12]
and Månsson et al. [13] Lukman and Ayinde [14]
Ayinde et al. [15] and others too. However, logit
models have not received much attention, and only a
few researchers have tried to work on them. Those
who have studied them are the likes of Schaeffer et al.
[16, 17], Månsson and Shukur [18], Kibria et al. [19],
and a few others. Almost all the researchers working
on the logit models focused only on the RR and paid
little or no attention to the biasing parameter of all
other estimators proposed by other researchers to
handle the problem of multicollinearity in the logit
models.
This research paper will focus on proposing some
Logistic Dawoud and Kibra (LDK) estimators,
following the works of Kibra et al. [19, 20]. Research
has shown that the biasing parameters of an estimator
have an effect on the value of the mean square error
(MSE). Therefore, its anticipated LDK estimators will
have MSE values lower than those of the LRR and
ML. The MSE has been one of the criteria used in
judging the performances of estimators.
This research paper is structured as follows: Section 2
entails the materials and methodology adopted for the
study. Section 3 includes the results and discussion of
simulation and numerical results. Section 4 provides a
succinct overview and conclusions.
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Olasunkanmi James Oladapo,
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2. Materials and Methodology.
Adopting the concepts in the research works of Kibra
et al. and Kibra [19, 20], we will be proposing some
LDK estimators in this section for estimating the
biasing parameter k.
2.1 Logit Regression
The logit regression has always been one of the most
common statistical methods used whenever the i-th
value of the dependent variable (y) follows a Be (πi )
distribution with the following parameter value:
'
'
exp1
exp
i
i
ix
x
(1)
Where
'
i
x
is the ith row of X, and is a
)1( pn
data
matrix, having p explanatory variables and such that
is a
11 p
vector of coefficients. Using the
Maximum Likelihood technique, which maximizes
the following log likelihood, is one of the most used
ways to estimate
and can be expressed as:
L=
i
n
i
ii
n
i
iyy
1log1log
11
(2)
To get this we set the first derivative of equation (2) to
be equal to zero, the ML estimates can now be derived
by solving the equation below
0
1
i
n
i
ii xy
l
(3)
The iterative weighted least square (IWLS) algorithm
is used:
zWXXWX
MLE ˆ
'
ˆ
'
ˆ1
(4)
Where the following are the expression of
W
ˆ
and
z
ˆ
respectively
ii
W
1
ˆ
and
z
ˆ
is known to be a vector where
the ith element equals
ii
ii
ii
y
z
ˆ
1
ˆ
ˆ
ˆ
log
Since equation (3) is nonlinear in
, we can express
the MSE of the ML estimator as:
1
2
1
1
ˆj
ML ML ML
ij
E L E E tr X WX
(5)
j
is said to be the jth eigenvalues of the
XWX ˆ
matrix.
The LRR estimator, proposed by Schaeffer et al. [16],
is a substitute for ML estimates that mitigates
multicollinearity problems. Instead of estimating the
regression model coefficients directly, it estimates the
inverse of the covariance matrix. In this way, the LRR
estimator effectively reduces small eigenvalues
caused by multicollinearity; therefore, the regression
coefficients are more reliable and robust.
The LRR estimator is express as:
MLELRR XWXkIXWX
ˆ
ˆ
'
ˆ
'
ˆ1
(6)
With k has the biasing parameter,
W
ˆ
and
MLE
ˆ
is the
MLE
ˆ
estimates derived from equation (4). The LRR
estimator MSE is shown to be:
2
2
22
11
LRR LRR LRR
jj
jj
jj
jj
E L E E
k
kk






(7)
The Logistic Dawoud and Kibra (LDK) estimator,
which is a special two parameter estimator of Kibra-
Lukman (KL) estimator that was proposed by Afzal et
al [21] and it also handle the problem of
multicollinearity effectively too. The estimator LDK
is defined as:
MLELDK IdkXWXIdkXWX
ˆ
)1(
ˆ
')1(
ˆ
'
ˆ1
(8)
With k and d, the biasing parameters,
W
ˆ
and
MLE
ˆ
is
the
MLE
ˆ
estimates derived from equation (4).
The MSE of the LDK estimator is express to be:
p
i
p
ii
i
ii
i
LDK dk
dk
dk
dk
MSE
1 1
2
2
2
2
2
1
14
1
1
ˆ
(9)
where
2
j
is expressed as the jth element of

and
is known to be the eigenvector expressed as
XWX ˆ
, where
j
diag
.
2.2 The Dawoud-Kibra Estimators.
There are numerous approaches that have been
developed for the linear regression model and then
transferred to the logistic ridge regression model for
selecting a ridge parameter. A biasing parameter k
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DOI: 10.37394/232021.2023.3.16
Olasunkanmi James Oladapo,
Olusegun O. Alabi, Kayode Ayinde
E-ISSN: 2732-9976
131
Volume 3, 2023
from Hoerl and Kennard's [2, 3] research in the
classical RR is represented as follows:
2
max
2
1
ˆ
HK
k
(10)
As shown below, the aforementioned biasing
parameter was also used to obtain the biasing
parameter that Kibria [19] suggested.
l
l
i
j
GM
k1
1
2
2
ˆ
ˆ
(11)
Later on, equation (10) was adopted into the LRR by
Schaeffer et al. [16] as:
2
max
1
ˆ
SRW
k
(12)
However the biasing parameters k and d for LDK can
be gotten from the MSE:
p
i
p
ii
i
ii
i
LDK dk
dk
dk
dk
MSE
1 1
2
2
2
2
2
1
14
1
1
ˆ
Then, by differentiating
LDK
MSE
ˆ
w.r.t. d and
equating to 0, we have
However, d depends on
the unknown . For
practical purposes, it will be replaced by its unbiased
estimator . Hence, this will be expressed as:
1
21
ˆ
ˆ
12
p
iii
i
k
d
(13)
Then, by differentiating
LDK
MSE
ˆ
w.r.t. k and
equating to 0, we have
2
2
1
1
1
i
i
d
k
(14)
However, k depends on the unknown . For practical
purposes, it will be replaced by its unbiased estimator
. Hence, this will be expressed as:
2
ˆ
2
1
1
1
ˆ
i
i
d
k
(15)
Following the works of Schaeffer et al. [16] and Kibra
et al and Kibra [19, 20] the following biasing
parameter k for LDK are proposed as:
2
1ˆ
2
1
1
11
ˆ
i
i
p
i
AM
d
p
k
(16)
p
i
i
i
HM
d
pk
12
ˆ
2
1
1
1
ˆ
(17)
2
ˆ
2
1
1
1
ˆ
i
i
MAX
d
Maximumk
(18)
2
ˆ
2
1
1
1
ˆ
i
i
MIN
d
Minimumk
(19)
2
ˆ
2
1
1
1
ˆ
i
i
MED
d
Mediank
(20)
2
ˆˆ
ˆMINMAX
MR
kk
k
(21)
2.3 The Monte Carlo Simulation
As the main objective of this paper is to ascertain the
effects of multicollinearity on ML, LRR, and LDK
Estimators, the degree of correlation between the
regressors is the most significant variable in the
experiment. Accordingly, we generate the explanatory
variables using the following formula, which allows
us to adjust the correlation's strength:
ipijij zzx
2/1
2
1
i=1, 2,…,
, j=1,2,…,p (22)
The term
2
describes the level of correlation
between the explanatory factors and
ij
z
is the usual
normal distribution's pseudorandom numbers as well.
The four different levels of correlation that are being
evaluated are 0.8, 0.9, 0.95, and 0.99 respectively.
i
ˆi
i
ˆi
1
21
1
2
p
iii
i
k
d
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Olusegun O. Alabi, Kayode Ayinde
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Similarly, the dependent variable comes from
i
Be
distribution where
'
'
exp1
exp
i
i
ix
x
(23)
We set
1
, then the MSE is minimized when this
coefficient is chosen, in accordance with Newhouse
and Oman's [22] assertion that if our MSE is a function
of
,
2
and k if all the explanatory variables utilized
are fixed. Sample sizes used are 50,
60,70,80,90,100,150,200 and 250, likewise the
number of explanatory variable considered are p=3,
4,5 and 6 .We will be able to determine which of the
Dawoud-Kibra biasing k parameters will be more
efficient using this experimental design.
We may find additional details on simulation
processes from the works of Kibria [20] Lukman et al
[23]; Oladapo et al [24,25]; Muniz and Kibria [11];
Idowu et al [26]; Owolabi et al [27]; Månsson and
Shukur [18] and others too.
3. Results and Discussion
3.1 Simulation Results
Results from both real-world data and Monte Carlo
simulations are presented in this section. Tables 1
through 4 display the MSE values of all the estimators
used in the Monte Carlo study, and Table 5 displays
the MSE values from a real-life data set. Additionally,
the effects of varying the many factors we employed
in this investigation on the ML, LRR, and LDK
estimators are also covered.
Table 1 shows the estimated MSE values when n = 50,
60, and 70 for explanatory variables, p = 3, 4, and 6. It
can be observed that the LDK with the biasing
parameter k of the Median (MED) version gives the
lowest MSE in all cases, with few exceptions.
Table 1: Estimated MSE for different estimator when p=3, 4, 5 and 6 when n=50, 60 and 70
n
P
MLE
RIDGE
DWD
DWDME
D
DWDA
M
DWDH
M
DWDMA
X
DWDMI
N
DWDM
R
50
0.8
P3
3.0134
1.1814
1.7391
1.0676
1.0149
5.3236
1.2515
1.6028
1.1761
P4
7.9549
2.2022
3.1145
1.8250
2.1445
11.5557
2.9825
3.5858
2.7601
P5
9.4676
2.4363
3.3850
1.7441
2.2337
15.0712
3.6191
4.1488
3.2496
0.9
P3
5.6308
1.8903
2.5500
1.4500
1.5099
5.9809
1.7870
2.5973
1.8724
P4
14.8361
3.7137
4.9707
2.7193
3.4177
16.0040
4.6564
6.0935
4.6380
P5
18.8392
4.4338
5.7219
3.3098
4.2719
22.0825
6.1699
7.7862
5.8966
0.95
P3
11.2610
3.4218
4.1419
2.6086
2.6929
8.4299
3.0232
4.7187
3.3710
P4
30.0187
7.1853
9.0706
4.7665
6.5271
27.4225
8.9713
12.0734
8.8419
P5
47.2517
9.3427
10.6448
6.1189
8.7187
46.7525
17.6080
19.4230
11.9529
0.99
P3
59.2260
16.5227
16.8080
14.1993
12.2145
34.6057
12.6600
23.1891
14.1815
P4
158.611
36.4383
41.0370
20.6063
34.2339
130.699
45.2742
64.5093
38.5315
P5
205.860
44.972
202.364
203.297
204.133
205.666
202.475
186.491
202.413
60
0.8
P3
2.4854
1.0930
1.4374
0.8925
0.7803
4.6463
0.9476
1.3806
0.9419
P4
5.2939
1.6122
2.3796
1.1421
1.3809
8.7297
1.9256
2.5126
1.9483
P5
5.8827
1.6936
2.4839
1.2193
1.3175
11.4159
2.1385
2.7495
1.9077
0.9
P3
4.9228
1.8428
2.3971
1.3138
1.3603
5.0615
1.5324
2.4047
1.7521
P4
10.4370
2.7783
3.8214
2.0090
2.6639
11.8563
3.1496
4.5404
3.7450
P5
13.4614
3.3901
4.6813
2.4497
2.8022
16.9669
4.0399
5.9529
4.2871
0.95
P3
9.7720
3.2493
3.9695
2.3307
2.5091
6.8777
2.5684
4.2936
3.3139
P4
21.5940
5.5589
6.9320
3.8352
5.9078
19.9931
6.0877
9.4089
7.6073
P5
28.7990
6.8667
8.9802
5.2633
6.9909
29.4111
8.4786
12.4831
9.8113
0.99
P3
51.1616
14.8469
16.0517
13.1154
13.5494
29.1057
10.4073
20.4184
14.7440
P4
112.583
27.4557
31.4111
18.2555
32.4423
93.4984
30.8212
49.4065
34.3072
P5
139.995
30.1438
37.5924
22.3143
36.3197
125.311
35.8197
59.6002
39.1094
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Olasunkanmi James Oladapo,
Olusegun O. Alabi, Kayode Ayinde
E-ISSN: 2732-9976
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70
0.8
P3
2.2642
0.9261
1.4152
0.8510
0.8589
4.4711
0.9870
1.2523
1.0312
P4
3.0729
1.1828
1.7313
0.7969
0.8413
7.0600
1.2098
1.6311
1.0258
P5
5.0440
1.6044
2.3690
1.1760
1.2152
10.1655
1.9391
2.5519
1.7429
P6
7.2446
1.9445
3.0431
1.2420
1.5566
13.5424
2.7503
3.4616
2.4517
0.9
P3
4.1361
1.3787
1.9861
1.0633
1.3002
4.8238
1.4420
1.9447
1.6783
P4
6.2659
2.0261
2.8236
1.3620
1.4329
8.2506
1.8382
2.9689
1.9375
P5
10.2050
2.7862
3.9426
2.2180
2.3544
13.5358
3.2415
4.7539
3.6131
P6
14.6311
3.4994
5.0923
2.1444
2.8953
19.0866
4.2545
6.6134
4.5341
0.95
P3
8.6273
2.5826
3.3307
1.9202
2.3896
6.8469
2.5479
3.6586
3.0848
P4
13.2264
3.8898
5.0430
2.6938
2.8508
12.4850
3.4892
5.8005
3.9922
P5
21.4089
5.3822
7.1031
4.2611
5.3253
22.2454
6.3741
9.8633
7.4715
P6
38.3056
7.7671
9.7615
5.0326
10.6950
40.2202
14.6099
13.9551
14.7786
0.99
P3
45.6046
11.9755
13.1080
10.5775
12.6906
28.5947
10.2081
17.2596
13.8085
P4
71.2235
18.9457
22.1628
12.6500
15.1726
55.6095
16.6507
30.9732
17.9173
P5
116.284
26.8902
32.2734
20.5964
37.8054
105.429
32.5831
54.4174
38.0870
P6
167.394
36.2466
46.0637
24.4990
42.8970
156.495
50.1987
80.0121
48.6794
Bold values show the smallest MSE
Table 2 shows the estimated MSE values when n is 80
and 90 for explanatory variables, p = 3, 4, 5 and 6. It
can be observed that the LDK with the biasing
parameter k of the Median (MED) version gives the
lowest MSE values in almost all the designs used. In
the only six cases where the biasing parameter k of the
MED version is not the lowest MSE, the Arithmetic
Mean (AM) or Maximum (MAX) version takes the
lowest.
Table 2: Estimated MSE for different estimator when p=3, 4, 5 and 6 when n= 80 and 90
n
P
MLE
RIDGE
DWD
DWDME
D
DWDA
M
DWDH
M
DWDMA
X
DWDMI
N
DWDM
R
80
0.8
P3
1.67084
0.76002
1.17827
0.68708
0.65797
3.92575
0.84528
0.98687
0.77798
P4
2.37561
0.94544
1.42684
0.61893
0.64444
6.42256
1.14272
1.30217
0.86454
P5
4.56249
1.48556
2.30453
1.13672
1.0484
9.54568
1.80814
2.3741
1.5589
P6
6.10864
1.7288
2.69452
1.23503
1.29881
12.0151
2.45743
2.9857
1.97318
0.9
P3
3.28215
1.25322
1.8403
0.90998
1.0815
4.1846
1.37606
1.70816
1.43604
P4
4.92192
1.6199
2.32145
1.01588
1.1329
7.20872
1.61942
2.39717
1.63462
P5
9.5979
2.78954
4.0644
2.12481
2.02427
12.8622
3.18842
4.77824
3.14244
P6
12.8205
3.17826
4.71354
2.28173
2.78894
17.0417
4.27894
6.1909
4.19413
0.95
P3
6.70392
2.24802
3.00094
1.49985
1.93836
5.57572
2.33735
3.13699
2.69762
P4
10.4078
3.01482
4.02146
2.03269
2.33279
10.3204
2.74061
4.65749
3.30158
P5
19.7217
5.24449
7.30642
4.02324
4.42273
20.4511
5.88366
9.55326
6.37405
P6
25.501
5.78902
8.27669
4.30208
6.32236
27.6567
8.2777
12.1418
9.05972
0.99
P3
34.9579
10.2086
11.3736
8.98314
9.06533
21.5403
8.74356
14.1798
11.4622
P4
59.8215
15.456
18.3358
9.92249
13.7838
46.8038
12.8531
25.2849
16.3161
P5
107.684
26.3674
33.759
19.8468
27.6923
96.1537
31.3508
52.3113
32.5601
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DOI: 10.37394/232021.2023.3.16
Olasunkanmi James Oladapo,
Olusegun O. Alabi, Kayode Ayinde
E-ISSN: 2732-9976
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Volume 3, 2023
P6
142.28
30.1585
39.2711
24.6125
43.358
133.81
46.9836
70.5871
45.2701
90
0.8
P3
1.49818
0.70953
1.09467
0.63742
0.61847
3.85657
0.79869
0.92377
0.71497
P4
2.26256
0.88341
1.40847
0.64595
0.69797
5.90918
1.01898
1.23439
0.84665
P5
3.47151
1.19339
1.88429
0.91177
0.84869
8.56464
1.43314
1.8101
1.25234
P6
4.93237
1.46581
2.30555
1.03609
1.1637
10.9625
1.99174
2.3975
1.64359
0.9
P3
2.95288
1.14763
1.70848
0.84454
0.94364
4.01652
1.19596
1.53553
1.22847
P4
4.68027
1.48584
2.23311
1.05472
1.21078
6.76912
1.63985
2.18753
1.61355
P5
7.20916
2.08718
3.16389
1.64908
1.73209
10.5566
2.25829
3.4854
2.50726
P6
10.3385
2.66288
3.98108
1.77071
2.0069
14.5726
3.31374
4.8147
3.23471
0.95
P3
5.93709
1.97881
2.66166
1.34554
1.61218
5.1497
1.95366
2.71272
2.23391
P4
9.93969
2.80057
3.79945
1.96502
2.34297
9.96151
2.87208
4.31996
3.23358
P5
15.2227
3.93143
5.61191
3.35878
3.75497
16.3295
4.21628
7.03583
5.11609
P6
22.2637
5.35722
7.58602
3.70923
4.75993
24.255
6.58373
10.2753
7.04778
0.99
P3
31.2156
9.06655
10.0829
7.87813
7.87485
18.6596
7.00095
12.5249
9.53534
P4
56.133
14.7771
16.8065
10.3468
13.4994
44.3914
14.1579
24.9554
15.3007
P5
86.3689
20.8267
26.1321
16.6688
24.3271
76.622
22.8095
41.2024
26.5591
P6
127.411
28.0873
36.6302
20.5124
33.104
119.176
40.3713
61.642
39.953
Bold values show the smallest MSE
Table 3 shows the estimated MSE values when n is
100 and 150 for explanatory variables, p = 3, 4, 5, and
6. It can be observed that the LDK with the biasing
parameter k of the Median (MED) version gives the
lowest MSE values in almost all the designs used. In
the only seven cases where the biasing parameter k of
the MED version does not have the lowest MSE, the
Arithmetic Mean (AM) or Maximum (MAX) version
takes the lowest MSE values.
Table 3: Estimated MSE for different estimator when p=3, 4, 5 and 6 when n=100 and 150
n
P
MLE
RIDGE
DWD
DWDME
D
DWDA
M
DWDH
M
DWDMA
X
DWDMI
N
DWDM
R
100
0.8
P3
1.10667
0.57641
0.92229
0.59703
0.51189
3.47516
0.67127
0.7264
0.54209
P4
2.04769
0.85039
1.36836
0.56686
0.65772
5.63264
0.99689
1.14864
0.84464
P5
3.18344
1.14312
1.82142
0.7652
0.73325
7.77339
1.24737
1.69627
1.16373
P6
3.38548
1.20059
1.93054
0.71406
0.68376
9.40583
1.46008
1.81556
1.05236
0.9
P3
2.13936
0.8779
1.39011
0.71609
0.71637
3.44448
0.91839
1.19915
0.89358
P4
4.04429
1.38248
2.09127
0.86116
1.00724
6.10775
1.46213
2.01459
1.4555
P5
6.42167
1.93073
2.97477
1.30502
1.36996
9.382
1.99169
3.15922
2.34011
P6
6.7475
1.99696
3.19688
1.17718
1.28795
11.2886
2.21201
3.45088
2.06967
0.95
P3
4.5131
1.58155
2.19985
1.13836
1.27518
4.14274
1.52954
2.17144
1.6557
P4
8.27104
2.51889
3.53271
1.73128
1.97484
8.40246
2.38231
3.86988
2.80587
P5
13.8134
3.77986
5.41429
2.86362
3.03591
14.515
3.59937
6.50331
4.75187
P6
14.1998
3.73794
5.65766
2.4425
2.83459
16.5814
4.01551
6.95609
4.42935
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0.99
P3
23.4325
6.65367
7.43936
5.76364
5.00067
13.8058
5.23017
9.05736
6.18347
P4
43.6483
11.4788
14.0823
8.17882
10.6092
34.006
9.82906
19.3253
12.4966
P5
75.7412
19.0236
24.6698
14.576
19.3033
66.097
18.3414
35.6377
23.7271
P6
83.9213
20.5012
28.3234
14.2543
20.0539
78.0145
23.5789
42.9646
26.0933
150
0.8
P3
0.82151
0.47392
0.7799
0.48763
0.42367
2.74849
0.53576
0.59676
0.45538
P4
1.15912
0.59309
0.97813
0.40149
0.43629
4.52427
0.6575
0.75689
0.54479
P5
1.58944
0.66214
1.20284
0.59098
0.55942
6.25743
0.91058
0.91821
0.68144
P6
2.12487
0.79073
1.50726
0.6085
0.63646
7.61557
1.1329
1.16051
0.86887
0.9
P3
1.53221
0.68931
1.17824
0.61379
0.60818
2.75719
0.75969
0.92177
0.70542
P4
2.34108
0.94283
1.56592
0.58713
0.70447
4.55324
0.9752
1.30587
0.98549
P5
3.39555
1.1314
1.944
0.91522
0.92921
6.68573
1.3572
1.72528
1.28829
P6
4.5645
1.38477
2.46174
1.03214
1.20082
8.79154
1.83033
2.27762
1.76696
0.95
P3
3.04433
1.11379
1.70868
0.85217
0.96199
3.15954
1.13891
1.51311
1.21765
P4
4.72117
1.56457
2.49307
1.02429
1.23206
5.55093
1.6333
2.35545
1.78623
P5
7.15526
2.07029
3.26311
1.75067
1.80586
8.86719
2.3168
3.41488
2.53422
P6
9.47384
2.53167
4.03438
1.94517
2.32271
11.9861
3.07958
4.6558
3.38184
0.99
P3
16.6319
4.83053
5.59182
4.2063
3.57767
9.91765
3.8345
6.50948
4.31519
P4
26.9865
7.52902
9.9394
5.14879
6.64162
21.3561
6.87033
12.0961
8.34484
P5
41.1357
10.3477
13.7712
8.29434
10.3638
36.7184
11.9716
19.8814
12.6076
P6
51.6935
12.2463
17.4252
9.66809
14.0596
48.3635
15.0132
26.1452
17.3009
Bold values show the smallest MSE
Table 4 shows the estimated MSE values when n is
200 and 250 for explanatory variables, p = 3, 4, 5, and
6. it can be observed that as there is increase in sample
sizes with a low multicollinearity strength of 0.8, the
LDK with the biasing parameter k of the Arithmetic
mean (AM) has the minimum MSE values compared
with the rest of the estimators proposed and compared
with. Also, at other multicollinearity levels, the
median (MED) version gives the lowest MSE values
in almost all the designs used. Except in five cases, the
biasing parameter k of the arithmetic mean (AM) has
the lowest MSE values again.
Table 4: Estimated MSE for different estimator when p=3, 4, 5 and 6 when n=200 and 250
n
P
MLE
RIDGE
DWD
DWDMED
DWDAM
DWDHM
DWDMAX
DWDMIN
DWDMR
200
0.8
P3
0.5562
0.3562
0.5861
0.3475
0.3104
2.2064
0.4326
0.4236
0.3491
P4
0.7832
0.4369
0.7596
0.3465
0.3402
3.9929
0.5193
0.5475
0.4012
P5
1.2874
0.6164
1.076
0.4883
0.4447
5.6277
0.7891
0.8014
0.6237
P6
1.7794
0.7238
1.332
0.5272
0.5634
6.8464
1.0012
0.9999
0.799
0.9
P3
1.0757
0.5552
0.9481
0.4746
0.4417
2.1763
0.608
0.7094
0.5339
P4
1.5963
0.7012
1.2151
0.456
0.51
3.8229
0.7905
0.9297
0.6893
P5
2.6508
1.0189
1.7239
0.7305
0.7049
5.7017
1.1385
1.4642
1.0186
P6
3.7422
1.2098
2.1293
0.8633
0.9656
7.5765
1.5594
1.8758
1.4429
0.95
P3
2.2299
0.9329
1.4868
0.6802
0.7709
2.3972
0.9502
1.242
1.0196
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P4
3.2122
1.1137
1.8735
0.7343
0.9427
4.4117
1.3039
1.5946
1.3526
P5
5.4369
1.7511
2.7792
1.3962
1.3156
7.0486
1.7782
2.7187
1.8951
P6
7.6774
2.1229
3.4816
1.5849
1.991
10.013
2.6419
3.7625
2.9002
0.99
P3
11.981
3.6901
4.5526
2.8014
3.1929
7.3608
3.2207
5.0733
3.9902
P4
17.616
4.7227
6.4307
3.2996
4.5012
14.479
4.4991
7.8549
5.6858
P5
28.752
7.7927
10.618
6.461
6.6636
25.17
7.0923
13.952
8.2015
P6
42.839
10.455
14.348
8.5635
11.77
39.935
12.521
21.937
14.331
250
0.8
P3
0.3876
0.2656
0.4527
0.2951
0.2438
1.823
0.337
0.3099
0.2717
P4
0.6778
0.387
0.7016
0.334
0.3228
3.4348
0.4507
0.4739
0.3794
P5
0.9369
0.4849
0.8739
0.4232
0.3702
4.8709
0.5763
0.6142
0.4546
P6
1.2133
0.5914
1.0345
0.4018
0.3943
6.4796
0.7983
0.752
0.5615
0.9
P3
0.7641
0.417
0.7802
0.4361
0.3629
1.9291
0.508
0.5275
0.4376
P4
1.3725
0.6266
1.126
0.4675
0.5291
3.4313
0.7332
0.8176
0.6747
P5
1.9906
0.8217
1.4847
0.6062
0.576
4.8904
0.9479
1.1346
0.8067
P6
2.4794
0.9498
1.6524
0.602
0.653
6.6238
1.146
1.3607
1.0132
0.95
P3
1.548
0.6611
1.1944
0.562
0.5761
2.0985
0.7935
0.8633
0.7454
P4
2.771
1.0205
1.7289
0.7352
0.8293
3.8792
1.1399
1.4375
1.1565
P5
3.9976
1.3629
2.3283
1.0193
1.0252
5.702
1.5567
2.0644
1.6168
P6
5.091
1.6225
2.6839
1.0383
1.1809
7.8837
1.8657
2.6139
1.9725
0.99
P3
8.5376
2.5856
3.4005
2.012
2.2543
5.5918
2.3966
3.5737
2.8497
P4
14
3.8519
5.3812
2.8961
3.9074
11.503
3.8124
6.2268
4.9171
P5
21.286
5.7531
8.2829
4.3694
5.525
19.132
6.1618
10.417
7.7491
P6
28.087
7.323
10.763
5.4302
7.6465
26.466
7.9873
14.237
10.057
Bold values show the smallest MSE
3.2 Numerical example
Pena et al. [28] examined the impact of temperature,
pH, and soluble solids concentration on the chance of
Alicyclobacillus development in apple juice using a
logistic model. The eigenvalues of the matrix are
13464.7990, 1715.9257, 56.5515, and 3.5445.
Consequently, multicollinearity is present in the
model, as shown by the condition index (C.I.) of
61.6342.
When there is multicollinearity, the ML estimator
performs the least well, as expected. The choice of the
biasing parameters k and d determines the efficiency
of biased estimators. All of the proposed estimators
performed admirably, and one of them has the
minimum mean square error, which corresponds to the
simulation outcome.
Table5: Regression coefficients and MSE
0
ˆ
1
ˆ
2
ˆ
3
ˆ
4
ˆ
SMSE
ML
ˆ
-7.24633
1.885951
-0.06628
0.110422
-0.31173
21.35138842
LRR
ˆ
-2.4E-06
0.008038
-0.02442
0.015783
-0.01186
0.28340673
LDK
ˆ
7.244206
-1.74152
0.005895
-0.042
0.160006
21.57368811
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LDKMED
ˆ
3.801875
0.438059
-0.03186
0.006407
-0.39032
5.782491876
LDKMN
ˆ
-4.75037
1.571575
-0.05868
0.086835
-0.33312
9.513392712
LDKMX
ˆ
7.244195
-1.74077
0.005875
-0.04191
0.159524
21.57256675
LDKMR
ˆ
7.240503
-1.57812
0.002386
-0.03006
0.076265
21.35343462
LDKHM
ˆ
7.245876
-1.85107
0.01198
-0.06703
0.259096
21.89852536
LDKAM
ˆ
7.222206 -1.28265 -0.00251 -0.02318 -0.03271 20.95427864
4. Conclusion
Based on the work of Kibra et al. [20], where real-
world data and Monte Carlo simulation studies were
utilized to examine the estimator performance, we
were able to suggest a few LDK estimators in this
paper for estimating the biasing parameter k. The
estimators’ performances were assessed using the
Mean Squared Error (MSE) criteria. In the simulation
study, it was observed that nearly all sample sizes that
were taken into account and that the biasing parameter
k with the Arithmetic mean version exhibits the lowest
MSE values when the strength of multicollinearity is
at 0.8. Additionally, at the remaining design used in
this paper, the biasing parameter k with the Median
(MED) version has the least, with the exception in
some cases. In addition, from the numerical example,
the biasing parameter k with the Median (MED) and
the LRR have the two lowest MSEs, respectively.
Hence, based on our findings, both in simulation and
numerical examples, we thereby recommend to
practitioners, researchers, and scientists that when
faced with multicollinearity issues in using the logistic
model, they should use the LDK estimator with the
biasing k of the Arithmetic version when the
multicollinearity level is not severe, but in severe
multicollinearity cases, they should go with the
Median (MED) version.
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Contribution of Individual Authors to the Creation
of a Scientific Article
The authors equally contributed in the present
research, at all stages from the formulation of the
problem to the final findings and solution.
Sources of Funding for Research Presented in a
Scientific Article or Scientific Article Itself
No funding was received for conducting this study.
Conflict of Interest
The authors have no conflicts of interest to declare that
are relevant to the content of this article
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Olusegun O. Alabi, Kayode Ayinde
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