STOCHASTIC COVARIATES IN BINARY REGRESSION

Authors : Evrim ORAL, Süleyman GÜNAY

Pages : 97-109

View : 14 | Download : 8

Publication Date : 2004-01-01

Article Type : Research Paper

Abstract :Binary regression has many medical applications. In applying the tech- nique, the tradition is to assume the risk factor $X$ as a non-stochastic variable. In most situations, however, $X$ is stochastic. In this study, we discuss the case when $X$ is stochastic in nature, which is more re- alistic from a practical point of view than $X$ being non-stochastic. We show that our solutions are much more precise than those obtained by treating $X$ as non-stochastic when, in fact, it is stochastic.
Keywords : Binary regression, Robustness, Skew family, Symmetric family, Modified Maximum Likelihood Estimator