IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v79y2009i22p2351-2358.html
   My bibliography  Save this article

A note on corrected scores for logistic regression

Author

Listed:
  • Buzas, Jeffrey S.

Abstract

This article describes a method for constructing a corrected score for logistic regression that is effective in reducing bias incurred through covariate measurement error. Stefanski (1989) showed there does not exist a corrected likelihood score for the logistic model with normal additive measurement error. To circumvent this result, an approximate likelihood score is defined for the logistic model that is conceptually and computationally straightforward and that is nearly efficient in the absence of measurement error. It is shown that the approximate likelihood score admits a corrected score. The results are extended to the Probit regression model.

Suggested Citation

  • Buzas, Jeffrey S., 2009. "A note on corrected scores for logistic regression," Statistics & Probability Letters, Elsevier, vol. 79(22), pages 2351-2358, November.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:22:p:2351-2358
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(09)00306-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Thomas Augustin, 2004. "An Exact Corrected Log‐Likelihood Function for Cox's Proportional Hazards Model under Measurement Error and Some Extensions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(1), pages 43-50, March.
    2. Novick S.J. & Stefanski L.A., 2002. "Corrected Score Estimation via Complex Variable Simulation Extrapolation," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 472-481, June.
    3. Buzas, J. S. & Stefanski, L. A., 1996. "A note on corrected-score estimation," Statistics & Probability Letters, Elsevier, vol. 28(1), pages 1-8, June.
    4. N/A, 1996. "Note:," Foreign Trade Review, , vol. 31(1-2), pages 1-1, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. David M. Zucker & Malka Gorfine & Yi Li & Mahlet G. Tadesse & Donna Spiegelman, 2013. "A Regularization Corrected Score Method for Nonlinear Regression Models with Covariate Error," Biometrics, The International Biometric Society, vol. 69(1), pages 80-90, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Iturria, Stephen J. & Carroll, Raymond J. & Firth, David, 1997. "Polynomial regression and estimation function in the presence of multiplication measurement error, with application to nutrition," SFB 373 Discussion Papers 1997,10, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    2. Xu-Ping Zhong & Wing-Kam Fung & Bo-Cheng Wei, 2002. "Estimation in Linear Models with Random Effects and Errors-in-Variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 595-606, September.
    3. Kris James Mitchener & Matthew Jaremski, 2014. "The Evolution of Bank Supervision: Evidence from U.S. States," NBER Working Papers 20603, National Bureau of Economic Research, Inc.
    4. , G. & , & ,, 2008. "Non-Bayesian updating: A theoretical framework," Theoretical Economics, Econometric Society, vol. 3(2), June.
    5. Andrei Kapaev, 2013. "Remark on repo and options," Papers 1311.5211, arXiv.org.
    6. Daniel Sanches, 2016. "On the Inherent Instability of Private Money," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 198-214, April.
    7. James J. McAndrews & William Roberds, 1999. "Payment intermediation and the origins of banking," Staff Reports 85, Federal Reserve Bank of New York.
    8. Allen Head & Junfeng Qiu, 2007. "Elastic Money, Inflation, And Interest Rate Policy," Working Paper 1152, Economics Department, Queen's University.
    9. Fong, Wai Mun, 1997. "Robust beta estimation: Some empirical evidence," Review of Financial Economics, Elsevier, vol. 6(2), pages 167-186.
    10. Ricardo de O. Cavalcanti & Andres Erosa & Ted Temzelides, 1999. "Private Money and Reserve Management in a Random-Matching Model," Journal of Political Economy, University of Chicago Press, vol. 107(5), pages 929-945, October.
    11. Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution permits, Strategic Trading and Dynamic Technology Adoption," Papers 1103.2914, arXiv.org.
    12. Steven Brams & D. Kilgour, 1998. "Backward Induction Is Not Robust: The Parity Problem and the Uncertainty Problem," Theory and Decision, Springer, vol. 45(3), pages 263-289, December.
    13. Junfeng Qiu, 2011. "Bank money, aggregate liquidity, and asset prices," Annals of Economics and Finance, Society for AEF, vol. 12(2), pages 295-346, November.
    14. Zibo Xu, 2013. "The instability of backward induction in evolutionary dynamics," Discussion Paper Series dp633, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    15. James S. Costain, 1998. "On the quantitative importance of wage bargaining models," Economics Working Papers 262, Department of Economics and Business, Universitat Pompeu Fabra.
    16. Kahn, Charles M & Roberds, William, 1998. "Payment System Settlement and Bank Incentives," The Review of Financial Studies, Society for Financial Studies, vol. 11(4), pages 845-870.
    17. Jim Dolmas & Gregory W. Huffman, 2004. "On The Political Economy Of Immigration And Income Redistribution," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(4), pages 1129-1168, November.
    18. Zarepisheh, M. & Soleimani-damaneh, M., 2009. "A dual simplex-based method for determination of the right and left returns to scale in DEA," European Journal of Operational Research, Elsevier, vol. 194(2), pages 585-591, April.
    19. Banker, Rajiv D. & Chang, Hsihui & Cooper, William W., 1996. "Equivalence and implementation of alternative methods for determining returns to scale in data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 89(3), pages 473-481, March.
    20. Kenney, Martin & Patton, Donald, 2003. "Innovation and Social Capital in Silicon Valley," UCAIS Berkeley Roundtable on the International Economy, Working Paper Series qt25w6w54t, UCAIS Berkeley Roundtable on the International Economy, UC Berkeley.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:79:y:2009:i:22:p:2351-2358. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.