Identifiability of logistic regression with homoscedastic error: Berkson model

DOI10.15559/15-VMSTA27MaRDI QIDQ340765zbMATH OpenOpenAlexFDO

Authors S. V. Shklyar

Publication date 15 November 2016

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1508.02841

zbMATH Keywords

Berkson modelbinary regressionerrors in variableslogistic regressionregression calibration model

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Abstract: We consider the Berkson model of logistic regression with Gaussian and homoscedastic error in regressor. The measurement error variance can be either known or unknown. We deal with both functional and structural cases. Sufficient conditions for identifiability of regression coefficients are presented. Conditions for identifiability of the model are studied. In the case where the error variance is known, the regression parameters are identifiable if the distribution of the observed regressor is not concentrated at a single point. In the case where the error variance is not known, the regression parameters are identifiable if the distribution of the observed regressor is not concentrated at three (or less) points. The key analytic tools are relations between the smoothed logistic distribution function and its derivatives.

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Cites work

• Logistic regression with homoscedastic errors -- a Berkson model
• Measurement Error in Nonlinear Models
• On Errors-in-Variables in Binary Regression-Berkson Case
• The identification of logistic regression models with errors in the variables

Cited in

(2)

• The identification of logistic regression models with errors in the variables
• Logistic regression with homoscedastic errors -- a Berkson model

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