Bayesian model selection for logistic regression with misclassified outcomes

被引:30
作者
Gerlach, Richard [1 ]
Stamey, James [2 ]
机构
[1] Univ Sydney, Fac Econ & Business, Discipline Econ & Business Stat, Sydney, NSW 2006, Australia
[2] Baylor Univ, Waco, TX 76798 USA
关键词
logistic regression; Metropolis Hastings; misclassification; model uncertainty;
D O I
10.1177/1471082X0700700303
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
We consider the problem of variable selection for logistic regression when the dependent variable is measured imperfectly, under both differential and non-differential misclassification. An MCMC sampling scheme is designed, incorporating uncertainty about which explanatory variables affect the dependent variable and which affect the probability of misclassification. We assume that a small gold standard perfectly measured sample is available to augment the imperfectly measured sample, under the differential misclassification framework. A simulation study illustrates favourable results both in terms of variable selection and parameter estimation. Examples analysing the risk of violence against young women by their partner and the risk of injury in highway motor accidents are considered.
引用
收藏
页码:255 / 273
页数:19
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