Randomization Does Not Justify Logistic Regression

Details Randomization Does Not Justify Logistic Regression Randomization Does Not Justify Logistic Regression

2008-08-28

arxiv.org/abs/0808.3914v1

Statistical Science 2008, Vol. 23, No. 2, 237-249

Statistics

Methodology

Published in at http://dx.doi.org/10.1214/08-STS262 the Statistical Science (http://www.imstat.org/sts/) by the Institute of M

Scientific paper

10.1214/08-STS262

The logit model is often used to analyze experimental data. However, randomization does not justify the model, so the usual estimators can be inconsistent. A consistent estimator is proposed. Neyman's non-parametric setup is used as a benchmark. In this setup, each subject has two potential responses, one if treated and the other if untreated; only one of the two responses can be observed. Beside the mathematics, there are simulation results, a brief review of the literature, and some recommendations for practice.

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