Markov chain Monte Carlo exact inference for binomial and multinomial logistic regression models |
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| Authors: | Forster Jonathan J McDonald John W Smith Peter W F |
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| Institution: | (1) Department of Mathematics, University of Southampton, Southampton, SO17 1BJ, UK;(2) Department of Social Statistics, University of Southampton, Southampton, SO17 1BJ, UK |
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| Abstract: | We develop Metropolis-Hastings algorithms for exact conditional inference, including goodness-of-fit tests, confidence intervals and residual analysis, for binomial and multinomial logistic regression models. We present examples where the exact results, obtained by enumeration, are available for comparison. We also present examples where Monte Carlo methods provide the only feasible approach for exact inference. |
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| Keywords: | conditional inference exact confidence interval exact test goodness-of-fit test logistic regression Markov chain Monte Carlo Metropolis-Hastings algorithm residual analysis |
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