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Article #992Omitted Variables in Logistic Regression
From: Julia Lane
Date: Tue, 27 Jul 1993 16:09
Date: Tue, 27 Jul 1993 16:09
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1237 bytes
When you omit a variable in a linear regression, the consequence is to bias the coefficient on included variables which are correlated with the omitted variable. It's pretty straightforward to show the magnitude of this bias. Does anyone know how to show this in logistic regression? Any help would be much appreciated. ************************************************ JULIA LANE JILANE@AUVM.AMERICAN.EDU 202-885-3781 (W) 202-885-3790 (FAX) ************************************************
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X-Google-Language: ENGLISH,ASCII-7-bit X-Google-Thread: f5efb,4ca7498180ddee80,start X-Google-Attributes: gidf5efb,public X-Google-ArrivalTime: 1993-07-27 12:38:11 PST Path: arc1-ca.pugleaf.net!gmd.de!xlink.net!howland.reston.ans.net!europa.eng.gtefsd.com!paladin.american.edu!auvm!AMERICAN.EDU!JILANE Comments: Gated by NETNEWS@AUVM.AMERICAN.EDU Newsgroups: bit.listserv.stat-l Return-Path: <@AUVM.AMERICAN.EDU,@VTBIT.BITNET:owner-stat-l@VM1.MCGILL.CA> Message-ID: <STAT-L%93072712152918@VM1.MCGILL.CA> Date: Tue, 27 Jul 1993 12:09:51 EDT Sender: Stat-l Discussion List <STAT-L@MCGILL1.BITNET> From: Julia Lane <JILANE@AMERICAN.EDU> Organization: The American University Subject: Omitted Variables in Logistic Regression Lines: 13