EFFECTS OF MISSPECIFYING AN EXPLANATORY VARIABLE ON COEFFICIENTS OF DETERMINATION IN LOGISTIC REGRESSION

Authors : Suay EREEŞ, Suay EREES, Aylin ALIN

Pages : 1-10

Doi:10.20290/btdb.14728

View : 16 | Download : 6

Publication Date : 2014-03-17

Article Type : Research Paper

Abstract :Normal 0 21 false false false TR X-NONE X-NONE 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 /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Normal Tablo"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-parent:""; mso-padding-alt:0cm 5.4pt 0cm 5.4pt; mso-para-margin-top:0cm; mso-para-margin-right:0cm; mso-para-margin-bottom:8.0pt; mso-para-margin-left:0cm; line-height:107%; mso-pagination:widow-orphan; font-size:11.0pt; font-family:"Calibri","sans-serif"; mso-ascii-font-family:Calibri; mso-ascii-theme-font:minor-latin; mso-hansi-font-family:Calibri; mso-hansi-theme-font:minor-latin;}
Keywords : Belirleme hatası, R kare, asimtotik göreli etkinlik, lojistik regresyon, bootstrap