Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Bootstrapping Logit Model

  • Kim, Dae-hak (Department of Statistical Information, Catholic University of Daegu) ;
  • Jeong, Hyeong-Chul (Department of Information Statistics, Pyongtaek University)
  • Published : 2002.04.01
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Abstract

In this paper, we considered an application of the bootstrap method for logit model. Estimation of type I error probability, the bootstrap p-values and bootstrap confidence intervals of parameter were proposed. Small sample Monte Carlo simulation were conducted in order to compare proposed method with existing normal theory based asymptotic method.

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References

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Cited by

  1. Comparison of Some Nonparametric Statistical Inference for Logit Model vol.15, pp.2, 2002, https://doi.org/10.5351/KJAS.2002.15.2.355