K-L Estimator: Dealing with Multicollinearity in the Logistic Regression Model
Multicollinearity negatively affects the efficiency of the maximum likelihood estimator (MLE) in both the linear and generalized linear models. The Kibria and Lukman estimator (KLE) was developed as an alternative to the MLE to handle multicollinearity for the linear regression model. In this study,...
Main Authors: | Adewale F. Lukman, B. M. Golam Kibria, Cosmas K. Nziku, Muhammad Amin, Emmanuel T. Adewuyi, Rasha Farghali |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-01-01
|
Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/11/2/340 |
Similar Items
-
Modified Kibria–Lukman Estimator for the Conway–Maxwell–Poisson Regression Model: Simulation and Application
by: Nasser A. Alreshidi, et al.
Published: (2025-02-01) -
A New Biased Estimator to Combat the Multicollinearity of the Gaussian Linear Regression Model
by: Issam Dawoud, et al.
Published: (2020-11-01) -
Kibria–Lukman estimator for the Conway–Maxwell Poisson regression model: Simulation and applications
by: Mohamed R. Abonazel, et al.
Published: (2023-03-01) -
New Robust Estimators for Handling Multicollinearity and Outliers in the Poisson Model: Methods, Simulation and Applications
by: Issam Dawoud, et al.
Published: (2022-11-01) -
Combating outliers and multicollinearity in linear regression model using robust Kibria-Lukman mixed with principal component estimator, simulation and computation
by: K.C. Arum, et al.
Published: (2023-03-01)