Aggregation of Explanatory Factor Levels in a Binomial Logit Model: Generalization to the Multifactorial Unsaturated Case
Fuente:
Redalyc
Guardado en:
| Autor principal: | |
|---|---|
| Formato: | Artículo científico |
| Lenguaje: | en |
| Publicado: |
Universidad Nacional de Colombia
2012
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1876473491435290624 |
|---|---|
| author | Ernesto Ponsot-Balaguer |
| author_facet | Ernesto Ponsot-Balaguer |
| contents | Aggregation of Explanatory Factor Levels in a Binomial Logit Model: Generalization to the Multifactorial Unsaturated Case Ernesto Ponsot-Balaguer Surendra Sinha Arnaldo Goitía Física, Astronomía y Matemáticas Levels sets Logit model Contingency tables Generalized linear model We discuss a situation in which, once a logit model is fitted to the data in a contingency table, some factor levels are grouped. Generally, researchers reapply a logit model on the pooled data, however, this approach leads to the violation of the original distributional assumption, when the probabilities of success of the random variables of aggregation differ. In this paper we suggest an alternative procedure that operates under the unsaturated, multifactorial, binomial, logit model. Based on asymptotic theory and taking advantage of the decrease in the variance when the correct distributional assumption is made, the suggested procedure signi¿cantly improves the estimates, reduces the standard error, produces lower residuals and is less likely to reject the goodness of ¿t test on the model. We present the necessary theory, the results of an extensive simulation designed for this purpose, and the suggested procedure contrasted with the usual approach, through a complete numerical example. 2012 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89923145010 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.1 Vol.35 |
| format | Artículo científico |
| id | redalyc_89923145010 |
| institution | Redalyc |
| language | en |
| publishDate | 2012 |
| publisher | Universidad Nacional de Colombia |
| spellingShingle | Aggregation of Explanatory Factor Levels in a Binomial Logit Model: Generalization to the Multifactorial Unsaturated Case Ernesto Ponsot-Balaguer Física, Astronomía y Matemáticas Levels sets Logit model Contingency tables Generalized linear model Aggregation of Explanatory Factor Levels in a Binomial Logit Model: Generalization to the Multifactorial Unsaturated Case Ernesto Ponsot-Balaguer Surendra Sinha Arnaldo Goitía Física, Astronomía y Matemáticas Levels sets Logit model Contingency tables Generalized linear model We discuss a situation in which, once a logit model is fitted to the data in a contingency table, some factor levels are grouped. Generally, researchers reapply a logit model on the pooled data, however, this approach leads to the violation of the original distributional assumption, when the probabilities of success of the random variables of aggregation differ. In this paper we suggest an alternative procedure that operates under the unsaturated, multifactorial, binomial, logit model. Based on asymptotic theory and taking advantage of the decrease in the variance when the correct distributional assumption is made, the suggested procedure signi¿cantly improves the estimates, reduces the standard error, produces lower residuals and is less likely to reject the goodness of ¿t test on the model. We present the necessary theory, the results of an extensive simulation designed for this purpose, and the suggested procedure contrasted with the usual approach, through a complete numerical example. 2012 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89923145010 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.1 Vol.35 |
| title | Aggregation of Explanatory Factor Levels in a Binomial Logit Model: Generalization to the Multifactorial Unsaturated Case |
| topic | Física, Astronomía y Matemáticas Levels sets Logit model Contingency tables Generalized linear model |
| url | https://www.redalyc.org/articulo.oa?id=89923145010 |