The effect of link misspecification on binary regression inference

DOI10.1016/0378-3758(92)90069-5zbMath0781.62037OpenAlexW1998450171MaRDI QIDQ1205460

Publication date: 1 April 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90069-5

zbMATH Keywords

robustness asymptotic bias simulation study skewness maximum likelihood estimators binary regression covariate mean squared errors cohort sampling asymptotically normal regression coefficients event probabilities finite sample effects fitted logistic link large-sample effects link misspecification parametric link families small-sample effects

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Linear inference, regression (62J99)

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