Communications for Statistical Applications and Methods

  • 제9권1호
  • /
  • Pages.281-289
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  • 2002
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Bootstrapping Logit Model

  • Kim, Dae-hak (Department of Statistical Information, Catholic University of Daegu) ;
  • Jeong, Hyeong-Chul (Department of Information Statistics, Pyongtaek University)
  • 발행 : 2002.04.01
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초록

In this paper, we considered an application of the bootstrap method for logit model. Estimation of type I error probability, the bootstrap p-values and bootstrap confidence intervals of parameter were proposed. Small sample Monte Carlo simulation were conducted in order to compare proposed method with existing normal theory based asymptotic method.

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참고문헌

  1. Categorical Data Analysis Agresti A.
  2. An Introduction to Categorical Data analysis Agresti A.
  3. Annals of Statistics v.7 Bootstrap methods, another look at the jackknife Efron B. https://doi.org/10.1214/aos/1176344552
  4. Biometrika v.66 Simple models for square contingency tables with ordered categories Goodman L.A. https://doi.org/10.1093/biomet/66.3.413
  5. International Statistical Review v.54 Some useful extensions of the usual correspondence analysis approach and the usual log-lonear models approach in the analysis of contingency tables Goodman L.A. https://doi.org/10.2307/1403053
  6. Ph. D. dissertation, Korea University Bootstrap Methods for Categoorical Data Analysis Jeong H.C
  7. Computational statistics & Data Analysis v.35 Applications of Bootstrap Methods for Categorical Data Analysis Jhun M.;Jeong H.C https://doi.org/10.1016/S0167-9473(99)00115-2
  8. Journal of Business and Economic Statistics v.13 Randomization Tests in Econometrics Kennedy, P.E. https://doi.org/10.2307/1392523
  9. Randomization, Bootstrap and Monte Carlo Methods in Biology Manly, B.F.J.
  10. Statistics and Probability Letters v.7 Singh's theorem in the lattice case Woodroofe M.;Jhun M.

피인용 문헌

  1. Comparison of Some Nonparametric Statistical Inference for Logit Model vol.15, pp.2, 2002, https://doi.org/10.5351/KJAS.2002.15.2.355