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A quadratic bootstrap method and improved estimation in logistic regression

✍ Scribed by Gerda Claeskens; Marc Aerts; Geert Molenberghs

Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 156 KB
Volume: 61
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(02)00397-8

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✦ Synopsis

This paper presents a quadratic one-step bootstrap method for binary response data. Rather than resampling from the original sample, the proposed method resamples summands appearing in the quadratic approximation of the estimates. It enjoys the same computational simplicity as its linear analogue while being more accurate. Moreover it allows the construction of a bias corrected estimator and improved conÿdence intervals. A small simulation study illustrates the improved ÿnite sample behaviour for binary response data.

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