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Article #999Re: Omitted Variables in Logistic Regression
From: Cande V Ananth
Date: Tue, 27 Jul 1993 20:28
Date: Tue, 27 Jul 1993 20:28
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1792 bytes
Julis Lane (jilane@AUVM.AMERICAN.EDU) asks.....
> 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.
>
## As I see the problem, it's difficult to quantify the
bias in logistic regression, although I must admit that
it's not impossible. This problem can be viewed from
the concept of confounding. If the omitted variable is
indeed a confounder, then the change in regression
coefficient (log-odds) from the model with and without
the variable (in question) will be **meaningfully** different.
## Does this give you any lead ? Have I understood your
problem correctly ? Bombard me, otherwise !!!!
-- Cande V Ananth (ananth@UNCMVS.OIT.UNC.EDU)
Dept of Biostatistics, SPH
Univ of North Carolina at Chapel Hill
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X-Google-Language: ENGLISH,ASCII-7-bit X-Google-Thread: f5efb,4ca7498180ddee80 X-Google-Attributes: gidf5efb,public X-Google-ArrivalTime: 1993-07-28 04:50:16 PST Path: arc1-ca.pugleaf.net!gmd.de!xlink.net!howland.reston.ans.net!usenet.ins.cwru.edu!usenet.mcs.kent.edu!news.ysu.edu!psuvm!auvm!UNCMVS.OIT.UNC.EDU!ANANTH Comments: Gated by NETNEWS@AUVM.AMERICAN.EDU Newsgroups: bit.listserv.stat-l Return-Path: <@AUVM.AMERICAN.EDU,@VTBIT.CC.VT.EDU:owner-stat-l@VM1.MCGILL.CA> Message-ID: <93Jul27.182349edt.8308@ugw.utcc.utoronto.ca> Date: Tue, 27 Jul 1993 16:28:00 -0400 Sender: Stat-l Discussion List <STAT-L@MCGILL1.BITNET> From: Cande V Ananth <ANANTH@UNCMVS.OIT.UNC.EDU> Subject: Re: Omitted Variables in Logistic Regression Lines: 24