Cookies?
Library Header Image
LSE Research Online LSE Library Services

Bayesian posterior estimation of logit parameters with small samples

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
Library of Congress subject classification: Q Science > QA Mathematics
Sets: Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 01 Nov 2007
URL: http://eprints.lse.ac.uk/2833/

Actions (login required)

Record administration - authorised staff only Record administration - authorised staff only