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Sample Size and Robustness of Inferences from Logistic Regression in the Presence of Nonlinearity and Multicollinearity

Jason Bergtold (), Elizabeth Yeager () and Allen Featherstone ()

No 103771, 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania from Agricultural and Applied Economics Association

Abstract: The logistic regression models has been widely used in the social and natural sciences and results from studies using this model can have significant impact. Thus, confidence in the reliability of inferences drawn from these models is essential. The robustness of such inferences is dependent on sample size. The purpose of this study is to examine the impact of sample size on the mean estimated bias and efficiency of parameter estimation and inference for the logistic regression model. A number of simulations are conducted examining the impact of sample size, nonlinear predictors, and multicollinearity on substantive inferences (e.g. odds ratios, marginal effects) and goodness of fit (e.g. pseudo-R2, predictability) of logistic regression models. Findings suggest that sample size can affect parameter estimates and inferences in the presence of multicollinearity and nonlinear predictor functions, but marginal effects estimates are relatively robust to sample size.

Keywords: Research; Methods/; Statistical; Methods (search for similar items in EconPapers)
Pages: 20
Date: 2011
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea11:103771

DOI: 10.22004/ag.econ.103771

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