Randomization does not justify logistic regression

被引:95
作者
Freedman, David A. [1 ]
机构
[1] Univ Calif Berkeley, Dept Stat, Berkeley, CA 94720 USA
关键词
models; randomization; logistic regression; logit; average predicted probability;
D O I
10.1214/08-STS262
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The logit model is often used to analyze experimental data. However, randomization does not justify the model, so the usual estimators can be inconsistent. A consistent estimator is proposed. Neyman's non-parametric setup is used as a benchmark. In this setup, each subject has two potential if treated and the other if untreated; only one of the two re-responses, can be observed. Beside the mathematics, there are simulation results, a brief review of the literature, and some recommendations for practice.
引用
收藏
页码:237 / 249
页数:13
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