Communications for Statistical Applications and Methods

  • 제10권2호
  • /
  • Pages.277-289
  • /
  • 2003
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지
DOI QR코드

DOI QR Code

Improved Exact Inference in Logistic Regression Model

  • Kim, Donguk (Department of Statistics, Sungkyunkwan University) ;
  • Kim, Sooyeon (Department of Statistics, Sungkyunkwan University)
  • 발행 : 2003.08.01
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

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.

키워드

참고문헌

  1. Biometrics v.57 On small-sample confidence intervals for parameters in discrete distributions Agresti,A.;Min,Y. https://doi.org/10.1111/j.0006-341X.2001.00963.x
  2. Discrete Multivariate Analysis Bishop,Y.M.M.;Fienberg,S.E.;Holland,P.W.
  3. Journal of the American Statistical Association v.87 An evaluation of some tests of trend in contingency tables Cohen,A.;Sackrowitz,H.B. https://doi.org/10.2307/2290279
  4. Statistics in Medicine v.13 Mid-P confidence intervals for the Poisson expectation Cohen,G.;Yang,S. https://doi.org/10.1002/sim.4780132102
  5. Biometrics v.35 Testing hypotheses in case-control studies-Equivalence of Mantel-Haenszel statistics and logit score tests Day,N.E.;Byar,D.P. https://doi.org/10.2307/2530253
  6. Biometrics v.47 a comparison of exact, mid-P, and score tests for matched case-control studies Hirji,K.F. https://doi.org/10.2307/2532140
  7. Journal of the American Statistical Association v.82 Computing distributions for exact logistic regression Hirji,K.F.;Mehta,C.R.;Patel,N.R. https://doi.org/10.2307/2289388
  8. Biometrics v.44 Exact inference for matched case-control studies Hirji,K.F.;Mehta,C.R.;Patel,N.R. https://doi.org/10.2307/2531592
  9. Applied Statistics v.43 Computing exact distributions for several ordered 2×K tables Hirji,K.F.;Vollset,S.E. https://doi.org/10.2307/2986277
  10. The Korean Communications in Statistics v.5 Improved mid P-value method for statistical inference in three-way contingency tables Kim,D.
  11. Journal of the American Statistical Association v.90 Improved exact inference about conditional association in three-way contingency tables Kim,D.;Agresti,A. https://doi.org/10.2307/2291076
  12. Journal of the American Statistical Association v.56 Significance tests in discrete distributions Lancaster,H.O. https://doi.org/10.2307/2282247
  13. Statistics in Medicine v.14 Exact logistic regression : theory and examples Mehta,C.R.;Patel,N.R. https://doi.org/10.1002/sim.4780141908