A quadratic bootstrap method and improved estimation in logistic regression.
From MaRDI portal
Publication:1424453
DOI10.1016/S0167-7152(02)00397-8zbMath1038.62033MaRDI QIDQ1424453
Geert Molenberghs, Marc Aerts, Gerda Claeskens
Publication date: 14 March 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Point estimation (62F10) Generalized linear models (logistic models) (62J12) Bootstrap, jackknife and other resampling methods (62F40)
Related Items
Inference on finite population categorical response: nonparametric regression-based predictive approach, Inferences from logistic regression models in the presence of small samples, rare events, nonlinearity, and multicollinearity with observational data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics
- On the asymptotic normality of statistics with estimated parameters
- Approximate bias correction in econometrics
- Sharpening estimators using resampling
- Bootstrapping generalized linear models
- The jackknife and bootstrap
- Bootstrapping local polynomial estimators in likelihood-based models
- Jackknifing and bootstrapping quasi–likelihood estimators
- Bootstrapping logistic regression models with random regressors
- Analyzing Repeated Measures on Generalized Linear Models via the Bootstrap
- Efficient Bootstrap Simulation
- A bootstrap based on the estimating equations of the linear model
- Bootstrap tests for misspecified models, with application to clustered binary data.