Document Type : Research Paper

Authors

• Nawal Mahmood Hammood ¹
• Zakariya Yahya Algamal ²

¹ Department of management Information systems, College of Administration and Economics, University of Mosul, Mosul, Iraq.

² Department of Statistics and Informatics, University of Mosul, Mosul, Iraq.

Abstract

In reducing the effects of collinearity, the ridge estimator (RE) has been consistently demonstrated to be an attractive shrinkage method. In application, when the response variable is binary data, the logistic regression model (LRM) is a well-known model. However, it is known that collinearity negatively affects the variance of maximum likelihood estimator of the LRM. To address this problem, a logistic ridge estimator was proposed by several authors. In this work, a Jackknifing logistic ridge estimator (NJLRE) is proposed and derived. The Monte Carlo simulation results recommend that the NJLRE estimator can bring significant improvement relative to other existing estimators. Furthermore, the real application results demonstrate that the NJLRE estimator outperforms both LRE and MLE in terms of predictive performance. 

Keywords

• Collinearity
• Jackknife estimator
• ridge estimator
• logistic regression model
• Monte Carlo simulation