The identification of logistic regression models with errors in the variables |
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Authors: | H. Küchenhoff |
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Affiliation: | 1. Seminar für ?konometrie und Statistk, Akademiestr. 1, D-80799, München
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Abstract: | The simple logistic regression model with normal measurement error and normal regressor is shown to be identifiable without any extra information about the measurement error. The multiple logistic regression model with more than one regressor variable measured with error is not identifiable. If the covariance matrix of the measurement error is known up to a scalar factor, the model is identified. Further we discuss why in spite of the identifiability the models cannot be estimated in a reasonable way without extra information about the measurement error. |
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