A method for estimating sampling variances of predicted probabilities from maximum likelihood estimates in logit response function
The maximum likelihood parameters estimated in logistic analysis are in terms of a transformation of the original response variable and, although inferences are easily made about the sources of variation in the linearized model using standard procedures applied in regression analysis, the variance-c...
| Main Authors: | , |
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| Format: | Journal Article |
| Language: | Inglés |
| Published: |
1996
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10568/28452 |
| _version_ | 1855518929436278784 |
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| author | Rege, J.E.O. Sherington, J. |
| author_browse | Rege, J.E.O. Sherington, J. |
| author_facet | Rege, J.E.O. Sherington, J. |
| author_sort | Rege, J.E.O. |
| collection | Repository of Agricultural Research Outputs (CGSpace) |
| description | The maximum likelihood parameters estimated in logistic analysis are in terms of a transformation of the original response variable and, although inferences are easily made about the sources of variation in the linearized model using standard procedures applied in regression analysis, the variance-covariance structure of the predicted probabilities obtained following back-transformation of logits is complex and estiamtion of sampling variances normally requires inversion of matrices and taking derivatives of the inverse of the link function evaluated at each prediction point. This paper presents a method for estimating sampling variances of such predicted probabilities without the need to invert any matrix or take derivatives of the link function. The method is based on the assumption that the exponent of a linear function of the logits is lognormal. It is demonstrated by way of a numerical example that this approximation is not different from the more complex methods applied by such software as SAS and GENSTAT. |
| format | Journal Article |
| id | CGSpace28452 |
| institution | CGIAR Consortium |
| language | Inglés |
| publishDate | 1996 |
| publishDateRange | 1996 |
| publishDateSort | 1996 |
| record_format | dspace |
| spelling | CGSpace284522022-01-29T16:15:21Z A method for estimating sampling variances of predicted probabilities from maximum likelihood estimates in logit response function Rege, J.E.O. Sherington, J. sampling statistical analysis variants methods The maximum likelihood parameters estimated in logistic analysis are in terms of a transformation of the original response variable and, although inferences are easily made about the sources of variation in the linearized model using standard procedures applied in regression analysis, the variance-covariance structure of the predicted probabilities obtained following back-transformation of logits is complex and estiamtion of sampling variances normally requires inversion of matrices and taking derivatives of the inverse of the link function evaluated at each prediction point. This paper presents a method for estimating sampling variances of such predicted probabilities without the need to invert any matrix or take derivatives of the link function. The method is based on the assumption that the exponent of a linear function of the logits is lognormal. It is demonstrated by way of a numerical example that this approximation is not different from the more complex methods applied by such software as SAS and GENSTAT. 1996 2013-05-06T07:00:38Z 2013-05-06T07:00:38Z Journal Article https://hdl.handle.net/10568/28452 en Limited Access Discovery and Innovation;8(2): 171-180 |
| spellingShingle | sampling statistical analysis variants methods Rege, J.E.O. Sherington, J. A method for estimating sampling variances of predicted probabilities from maximum likelihood estimates in logit response function |
| title | A method for estimating sampling variances of predicted probabilities from maximum likelihood estimates in logit response function |
| title_full | A method for estimating sampling variances of predicted probabilities from maximum likelihood estimates in logit response function |
| title_fullStr | A method for estimating sampling variances of predicted probabilities from maximum likelihood estimates in logit response function |
| title_full_unstemmed | A method for estimating sampling variances of predicted probabilities from maximum likelihood estimates in logit response function |
| title_short | A method for estimating sampling variances of predicted probabilities from maximum likelihood estimates in logit response function |
| title_sort | method for estimating sampling variances of predicted probabilities from maximum likelihood estimates in logit response function |
| topic | sampling statistical analysis variants methods |
| url | https://hdl.handle.net/10568/28452 |
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