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Alternative moment approximations for berkson's minimum logit chi-squared estimator
Authors:Linda June Davis
Institution:Department of Statistics , Stanford University , Stanford, CA
Abstract:Expressions are derived for the bias to order J-1 , the variance to order J-2 and the mean squared error to order J-2 of Berkson's minimum logit chi-squared estimator where J is the number of distinct design points. These moment approximations are numerically compared to Monte Carlo estimates of the true moments and the moment approximations of Amemiya (1980) which are appropriate when the “average” number of observations per design point is large. They are used to compare the mean squared error of the minimum logit chi-squared estimator to that of the maximum likelihood estimator and to investigate the effect of bias on confidence intenrals constructed using the minimum logit chi-squared estimator.
Keywords:bias  confidence interval  logistic regression model  maximum likelihood estimator  mean squared error  variance
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