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Point and Interval Estimations of Marginal Risk Difference by Logistic Model

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  • Xiaoqin Wang
  • Yin Jin
  • Li Yin

Abstract

We use logistic model to get point and interval estimates of the marginal risk difference in observational studies and randomized trials with dichotomous outcome. We prove that the maximum likelihood estimate of the marginal risk difference is unbiased for finite sample and highly robust to the effects of dispersing covariates. We use approximate normal distribution of the maximum likelihood estimates of the logistic model parameters to get approximate distribution of the maximum likelihood estimate of the marginal risk difference and then the interval estimate of the marginal risk difference. We illustrate application of the method by a real medical example.

Suggested Citation

  • Xiaoqin Wang & Yin Jin & Li Yin, 2015. "Point and Interval Estimations of Marginal Risk Difference by Logistic Model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(17), pages 3703-3722, September.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:17:p:3703-3722
    DOI: 10.1080/03610926.2013.851229
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