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Started by Cande V Ananth
Tue, 27 Jul 1993 20:28
Re: Omitted Variables in Logistic Regression
Author: 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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