Saddlepoint approximations for small sample logistic regression problems
β Scribed by Robert W. Platt
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 112 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0277-6715
No coin nor oath required. For personal study only.
β¦ Synopsis
Double saddlepoint approximations provide quick and accurate approximations to exact conditional tail probabilities in a variety of situations. This paper describes the use of these approximations in two logistic regression problems. An investigation of regression analysis of the log-odds ratio in a sequence or set of 2;2 tables via simulation studies shows that in practical settings the saddlepoint methods closely approximate exact conditional inference. The double saddlepoint approximation in the test for trend in a sequence of binomial random variates is also shown, via simulation studies, to be an e!ective approximation to exact conditional inference.
π SIMILAR VOLUMES
A sample size calculation for logistic regression involves complicated formulae. This paper suggests use of sample size formulae for comparing means or for comparing proportions in order to calculate the required sample size for a simple logistic regression model. One can then adjust the required sa