Statistical Papers

, Volume 36, Issue 1, pp 41–47

The identification of logistic regression models with errors in the variables

  • H. Küchenhoff
Articles

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 regression error in variables identification 

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Copyright information

© Springer-Verlag 1995

Authors and Affiliations

  • H. Küchenhoff
    • 1
  1. 1.Seminar für Ökonometrie und StatistkMünchen

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