Instrumental variables for logistic regression: An illustration
Instrumental variables for logistic regression: An illustration
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DOI：
10.1006/ssre.1997.0606
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发表时间：
1997-12-01
影响因子：
2.5
通讯作者：
Foster, EM
中科院分区：
文献类型：
--
作者：
Foster, EM
当一个回归量与一个结果同时确定时，该回归量对该结果的估计影响是不一致的。在这种情况下，工具变量估计是获得一致参数估计的一种方法。最有名的工具变量形式是两阶段最小二乘;不幸的是，这一过程不能简单地扩展到非线性模型，如逻辑回归。然而，工具变量的估计仍然是可能的，并且利用广义矩量法，本文是第一个产生logistic回归的工具变量估计的方法。使用广泛可用的软件很容易获得这些估计值。给出了一个分析实例。该方法对于熟悉2SLS和logistic回归的社会科学家来说应该是有用的。(C)1997年学术出版社。
The estimated effect of a regressor on an outcome is inconsistent when that regressor is determined simultaneously with that outcome. Instrumental variables estimation is a means of obtaining consistent parameter estimates in this situation. The best-known form of instrumental variables is two-stage least squares; unfortunately, this procedure cannot be simply extended to non-linear models such as logistic regression. instrumental variables estimation, however, is still possible, and using the Generalized Method of Moments, this paper is the first to produce instrumental variables estimates for logistic regression. Obtaining these estimates is easy using widely available software. An illustrative example is provided. This methodology should be useful to social scientists familiar with 2SLS and logistic regression. (C) 1997 Academic Press.