Back to Search Start Over

An asymptotic result of conditional logistic regression estimator.

Authors :
He, Zhulin
Ouyang, Yuyuan
Source :
Communications in Statistics: Theory & Methods. 2023, Vol. 52 Issue 13, p4729-4740. 12p.
Publication Year :
2023

Abstract

In cluster-specific studies, ordinary logistic regression and conditional logistic regression for binary outcomes provide maximum likelihood estimator (MLE) and conditional maximum likelihood estimator (CMLE), respectively. In this paper, we show that CMLE is approaching to MLE asymptotically when each individual data point is replicated infinitely many times. Our theoretical derivation is based on the observation that a term appearing in the conditional average log-likelihood function is the coefficient of a polynomial, and hence can be transformed to a complex integral by Cauchy's differentiation formula. The asymptotic analysis of the complex integral can then be performed using the classical method of steepest descent. Our result implies that CMLE can be biased if individual weights are multiplied with a constant, and that we should be cautious when assigning weights to cluster-specific studies. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
52
Issue :
13
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
163634800
Full Text :
https://doi.org/10.1080/03610926.2021.1999978