elrm: Software implementing exact-like inference for logistic regression models

被引:0
|
作者
Zamar, David [1 ]
McNeney, Brad [1 ]
Graham, Jinko [1 ]
机构
[1] Simon Fraser Univ, Dept Stat & Actuarial Sci, Burnaby, BC V5A 1S6, Canada
来源
JOURNAL OF STATISTICAL SOFTWARE | 2007年 / 21卷 / 03期
关键词
conditional inference; exact test; logistic regression; Markov chain Monte Carlo; Metropolis-Hastings algorithm;
D O I
暂无
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Exact inference is based on the conditional distribution of the sufficient statistics for the parameters of interest given the observed values for the remaining sufficient statistics. Exact inference for logistic regression can be problematic when data sets are large and the support of the conditional distribution cannot be represented in memory. Additionally, these methods are not widely implemented except in commercial software packages such as LogXact and SAS. Therefore, we have developed elrm, software for R implementing ( approximate) exact inference for binomial regression models from large data sets. We provide a description of the underlying statistical methods and illustrate the use of elrm with examples. We also evaluate elrm by comparing results with those obtained using other methods.
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页码:1 / 18
页数:18
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