Statistical Papers

, Volume 36, Issue 1, pp 41–47

The identification of logistic regression models with errors in the variables

Authors

  • H. Küchenhoff
    • Seminar für Ökonometrie und Statistk
Articles

DOI: 10.1007/BF02926017

Cite this article as:
Küchenhoff, H. Stat Papers (1995) 36: 41. doi:10.1007/BF02926017

Abstract

The simple logistic regression model with normal measurement error and normal regressor is shown to be identifiable without any extra information about the measurement error. The multiple logistic regression model with more than one regressor variable measured with error is not identifiable. If the covariance matrix of the measurement error is known up to a scalar factor, the model is identified. Further we discuss why in spite of the identifiability the models cannot be estimated in a reasonable way without extra information about the measurement error.

Key words

logistic regressionerror in variablesidentification

Copyright information

© Springer-Verlag 1995