Galindo-Garre, Francisca, Vermunt, Jeroen K. and Bergsma, Wicher P. (2004) Bayesian posterior estimation of logit parameters with small samples. Sociological Methods and Research, 33 (1). pp. 88-117. ISSN 0049-1241
Full text not available from this repository.Abstract
When the sample size is small compared to the number of cells in a contingency table, maximum likelihood estimates of logit parameters and their associated standard errors may not exist or may be biased. This problem is usually solved by "smoothing" the estimates, assuming a certain prior distribution for the parameters. This article investigates the performance of point and interval estimates obtained by assuming various prior distributions. The authors focus on two logit parameters of a 2 × 2 × 2 table: the interaction effect of two predictors on a response variable and the main effect of one of two predictors on a response variable, under the assumption that the interaction effect is zero. The results indicate the superiority of the posterior mode to the posterior mean.
| Item Type: | Article |
|---|---|
| Official URL: | http://intl-smr.sagepub.com/ |
| Additional Information: | © 2004 SAGE Publications |
| Divisions: | Statistics |
| Subjects: | Q Science > QA Mathematics |
| Date Deposited: | 01 Nov 2007 |
| Last Modified: | 04 Jan 2024 02:36 |
| URI: | http://eprints.lse.ac.uk/id/eprint/2833 |
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