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Logit regressions with continuous dependent variables measured with error

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  • Richard Manning

Abstract

The logit regression model is generally used as a method for estimating relationships in which the dependent variable is binary in nature, though it is also useful for estimation when the dependent variable is continuous but bounded on the unit intervals. Logit parameter estimates in this case are obtained by ordinary least squares regression on a simple transformation on the dependent variable. In such applications, however, measurement error in the dependent variable, rather than being relatively benign as in ordinary linear regressions, is a source of heteroscedasticity, calling into question the efficiency of the OLS estimator in such cases.

Suggested Citation

  • Richard Manning, 1996. "Logit regressions with continuous dependent variables measured with error," Applied Economics Letters, Taylor & Francis Journals, vol. 3(3), pages 183-184.
    • Handle: RePEc:taf:apeclt:v:3:y:1996:i:3:p:183-184
    DOI: 10.1080/135048596356636
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    Cited by:

    1. William Coleman, 2017. "The Social and Economic Determinants of Voting ‘Yes’ in South Australia’s Federation Referenda," CEPR Discussion Papers 700, Centre for Economic Policy Research, Research School of Economics, Australian National University.
    2. Rios, Ana R. & Shively, Gerald E. & Masters, William A., 2009. "Farm Productivity and Household Market Participation: Evidence from LSMS Data," 2009 Conference, August 16-22, 2009, Beijing, China 51031, International Association of Agricultural Economists.
    3. Patrick J. Kelly, 2014. "Information Efficiency and Firm-Specific Return Variation," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-44.
    4. Rios, Ana R. & Masters, William A. & Shively, Gerald E., 2008. "Linkages between Market Participation and Productivity: Results from a Multi-Country Farm Household Sample," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6145, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Justus Ochieng & Beatrice Knerr & George Owuor & Emily Ouma, 2016. "Commercialisation of Food Crops and Farm Productivity: Evidence from Smallholders in Central Africa," Agrekon, Taylor & Francis Journals, vol. 55(4), pages 458-482, October.

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