论文标题

逻辑回归中引导程序的二阶正确性

On Second order correctness of Bootstrap in Logistic Regression

论文作者

Das, Debraj, Das, Priyam

论文摘要

在临床试验的领域,生物医学调查,市场营销,银行业务,具有二分响应变量,逻辑回归被视为一种替代线性回归的方便方法。在本文中,我们基于扰动重采样方法开发了一种新颖的引导技术,用于近似回归参数矢量的最大似然估计器(MLE)的分布。在适当的学生化和平滑后,我们建立了所提出的引导方法的二阶正确性。结果表明,与基于渐近正态性相比,基于提出的自举法提出的推论更准确。建立二阶正确性的主要挑战仍然是响应变量为二进制的事实,由此产生的MLE具有晶格结构。我们表明,即使在学生化后,直接的引导方法也会失败。我们采用Lahiri(1993)开发的平滑技术,以确保MLE的平滑学生版本具有密度。 Bootstrap版本也采用了类似的平滑策略来实现二阶正确近似。

In the fields of clinical trials, biomedical surveys, marketing, banking, with dichotomous response variable, the logistic regression is considered as an alternative convenient approach to linear regression. In this paper, we develop a novel bootstrap technique based on perturbation resampling method for approximating the distribution of the maximum likelihood estimator (MLE) of the regression parameter vector. We establish second order correctness of the proposed bootstrap method after proper studentization and smoothing. It is shown that inferences drawn based on the proposed bootstrap method are more accurate compared to that based on asymptotic normality. The main challenge in establishing second order correctness remains in the fact that the response variable being binary, the resulting MLE has a lattice structure. We show the direct bootstrapping approach fails even after studentization. We adopt smoothing technique developed in Lahiri (1993) to ensure that the smoothed studentized version of the MLE has a density. Similar smoothing strategy is employed to the bootstrap version also to achieve second order correct approximation.

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