Timeline for Omitted variable bias in logistic regression vs. omitted variable bias in ordinary least squares regression
Current License: CC BY-SA 3.0
13 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| S Mar 15, 2017 at 11:20 | history | suggested | Ferdi | CC BY-SA 3.0 |
Hyperlinks and some changes in body
|
| Mar 15, 2017 at 10:19 | review | Suggested edits | |||
| S Mar 15, 2017 at 11:20 | |||||
| Mar 6, 2016 at 22:02 | vote | accept | ConfusedEconometricsUndergrad | ||
| Aug 30, 2014 at 23:02 | answer | added | Alecos Papadopoulos | timeline score: 36 | |
| Aug 30, 2014 at 14:59 | comment | added | Alecos Papadopoulos | Because as another comment says, the paper you link to, adopts the easiest explanation available, which is through the latent-model approach, and in some detail, I might say. For example Wooldridge 2002, ch. 15.7, treats the issue much more summarily. The canonical reference is Gail et al 1984 (appears in the references of the paper), but it is a much more general and theoretically advanced treatment. I might attempt an answer here, but I doubt I will be able to provide any more intuition and clarification than the linked paper. | |
| Aug 30, 2014 at 14:53 | comment | added | Alecos Papadopoulos | @ Alexis See e.g. this post, stats.stackexchange.com/questions/80611/…, and the wikipedia article, en.wikipedia.org/wiki/…. This approach clarifies also that it is the assumption we make on the error term of the underlying model that determines what model we will obtain at the Probabilities level. For another example, if we assume that the underlying error follows a uniform, we obtain the Linear Probability Model, see, stats.stackexchange.com/questions/81789 | |
| Aug 30, 2014 at 14:42 | comment | added | ConfusedEconometricsUndergrad | Dear Mr. Papadopoulos: I've read up on the latent-variable idea. Why do you ask? | |
| Aug 30, 2014 at 11:39 | comment | added | Maarten Buis | There are other articles that discuss this, but the one you linked to is the easiest I know. So I don't think I can improve on it. | |
| Aug 30, 2014 at 8:14 | history | tweeted | twitter.com/#!/StackStats/status/505629665441382400 | ||
| Aug 30, 2014 at 5:36 | comment | added | Alexis | @AlecosPapadopoulos I for one am not. What's the dish? | |
| Aug 30, 2014 at 4:57 | comment | added | Alecos Papadopoulos | Are you familiar with how the logistic regression model emerges from an underlying "latent-variable" linear regression model? | |
| Aug 30, 2014 at 2:57 | history | edited | ConfusedEconometricsUndergrad | CC BY-SA 3.0 |
deleted 21 characters in body
|
| Aug 30, 2014 at 2:49 | history | asked | ConfusedEconometricsUndergrad | CC BY-SA 3.0 |