Identifiability of logistic regression with homoscedastic error: Berkson model
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Publication:340765
DOI10.15559/15-VMSTA27zbMATH Open1349.62337arXiv1508.02841OpenAlexW3103371122MaRDI QIDQ340765FDOQ340765
Publication date: 15 November 2016
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1508.02841
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