Improved Exact Inference in Logistic Regression Model

  • Kim, Donguk (Department of Statistics, Sungkyunkwan University) ;
  • Kim, Sooyeon (Department of Statistics, Sungkyunkwan University)
  • Published : 2003.08.01


We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.



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