A comparison of the maximum likelihood and discriminant function estimators of the coefficients of the logistic regression model for mixed continuous and discrete variables
Authors:
Trina Hosmer a;
David Hosmer b;
Lloyd Fisher b
| Affiliations: | a University of Massachusetts, Amherst, MA |
| b University of Washington, Seattle, WA |
DOI:
10.1080/03610918308812298
Publication Frequency:
10 issues per year
Published in:
Communications in Statistics - Simulation and Computation,
Volume
12,
Issue
1
1983
, pages 23
- 43
Subjects:
Information Theory;
Probability Theory & Applications;
Statistical Computing;
Statistical Theory & Methods;
Statistics & Computing;
Formats available:
PDF
(English)
View Article:
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Abstract
A model for mixed continuous and discrete variables suggested by Chang and Afifi (1974) and Krzanowski (1975) is used to explore the bias in the discriminant function (DF) approach to estimation of the coefficients in the multiple1ogistic regression model. When the data come from this mixed variable model the DF estimator of the coefficients of the continuous variables are asymptotically unbiased. The DF estimator of the intercept and coefficients for the discrete variables may be severely biased. The magnitude of the bias is shown to depend in a systematic way on the true value of the coefficients and the underlying probabilities of the out-come of discrete variables. The implications for analysis are discussed.
|
| Keywords: bias; estimation; log linear models |
| view references (9) : view citations |

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