Any cases where the betas' standard errors from logistic regression will be smaller than linear regression, after converting from log odds space to probability space?

  • 1
    $\begingroup$ It's not a good way to frame the question. Linear regression will result in poor model fit in this situation. Use a method that has a chance of fitting and that yields probabilities constrained to be in [0,1]. $\endgroup$ Apr 28 at 12:18
  • $\begingroup$ Thanks Frank - yes, linear regression will lead to poor model fit. However, just out of mathematical curiosity, are there any edge cases where linear regression will lead to standard errors greater than those estimated by logistic regression? $\endgroup$
    – statscheck
    Apr 28 at 12:21
  • 3
    $\begingroup$ "Standard error" of what, exactly? Could you point to a parameter of one model that has the same meaning as a parameter in the other model? If you cannot, then your question makes no sense. $\endgroup$
    – whuber
    Apr 28 at 12:22
  • $\begingroup$ So in a regression of form y ~ ax + b, where the outcome is always 0 or 1, would the standard error of "a" using linear regression ever be larger than the standard error of "a" using logistic regression? After converting the standard error from logistic regression from log odds to probability space. $\endgroup$
    – statscheck
    Apr 28 at 12:26


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.