Author/Authors
EREEŞ, Suay Yaşar University - Department of Statistics, Turkey , ALIN, Aylin Dokuz Eylül University - Department of Statistics, Turkey
Title Of Article
EFFECTS OF MISSPECIFYING AN EXPLANATORY VARIABLE ON COEFFICIENTS OF DETERMINATION IN LOGISTIC REGRESSION
شماره ركورد
41864
Abstract
Misspecifying an explanatory variable is a common problem in logistic regression as it is for all members of generalized linear models. Categorizing a continuous explanatory variable, using wrong functional form of an explanatory variable and omitting an explanatory variable from the model are commonly made misspecifications in logistic regression analysis. Studies show that all of these cases cause a loss in efficiency for test statistics. In this paper, the effects of these types of misspecification on asymptotic relative efficiency of different coefficients of determination are investigated. All calculations and comparisons are based on extensive simulation study using bootstrap methods.
From Page
1
NaturalLanguageKeyword
Misspecification , R , square , asymptotic relative efficiency , logistic regression , bootstrapping.
JournalTitle
Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences
To Page
10
JournalTitle
Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences
Link To Document