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Activity Number: 31
Type: Contributed
Date/Time: Sunday, July 29, 2012 : 2:00 PM to 3:50 PM
Sponsor: Biometrics Section
Abstract - #304572
Title: Test for the Coefficient Parameters of the Logistic Regression from a Small Sample
Author(s): Toshinari Kamakura*+
Companies: Chuo University
Address: Dept of I & S Engineering, Tokyo 112-8551, , Japan
Keywords: Logit model ; Wald test ; Lagrange multiplier test ; small sample ; conservative test ; low or high occurrence probability

In this article we consider the problems on the testing the hypotheses of regression parameters in the logistic model in case of small samples. The ML estimates sometimes are not obtained owing to the convergence problem. Our study shows that the larger values of the estimates of standard error for the coefficient estimators shall give warnings of non convergence for estimates. We also propose the new test statistic based on the Lagrange multiplier test, that is much better than the Wald test. Simulation results make clear the good property of the proposed test.

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