Assuming the model logit[P(yi = 1)] = ????xi, you take all n observations at x0. Find ????
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Assuming the model logit[P(yi = 1)] = ????xi, you take all n observations at x0.
Find ????̂ and the large-sample var(????̂). For the Wald test, explain why the chisquared noncentrality is ????2∕var(????̂), and evaluate it as ???? → ∞. Explain how this illustrates that the Wald test in logistic regression has poor behavior when the effect is strong.
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Related Book For
Foundations Of Linear And Generalized Linear Models
ISBN: 9781118730034
1st Edition
Authors: Alan Agresti
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