Randomization Does Not Justify Logistic Regression
Abstract
Description
The logit model is often used to analyze experimental data. However, randomization does not justify the model, so the usual estimators can be inconsistent. A consistent estimator is proposed. Neyman's non-parametric setup is used as a benchmark. In this setup, each subject has two potential responses, one if treated and the other if untreated; only one of the two responses can be observed. Beside the mathematics, there are simulation results, a brief review of the literature, and some recommendations for practice.
Published in at http://dx.doi.org/10.1214/08-STS262 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Published in at http://dx.doi.org/10.1214/08-STS262 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)