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Topic: logistic regression and model misspecification
Replies: 1   Last Post: Apr 26, 2005 12:39 PM

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Richard Ulrich

Posts: 2,844
Registered: 12/13/04
Re: logistic regression and model misspecification
Posted: Apr 26, 2005 12:39 PM
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On Tue, 26 Apr 2005 19:40:18 +1000, "CW" <CW@nospam.com> wrote:

> Under OLS, if an explanatory variable is not included in the model, the
> resulting estimates would be biased.
>
> Under logistic regression, MLE is used. I wonder whether missing variable
> would also cause misspecifications as well.
>
> thanx in advance


Cause bias? Certainly.

In data of the 1950s, lung cancer was correlated with sex;
unless you thoroughly removed the effect of
"How much do you smoke?"

That's a logical proposition which does not depend on
the method of solution.

--
Rich Ulrich, wpilib@pitt.edu
http://www.pitt.edu/~wpilib/index.html



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