Date of Award
1982
Degree Type
Dissertation
Degree Name
Doctor of Philosophy
Abstract
Asymptotic series expansions for the bias and mean square error of the logit estimator are developed. In addition, an estimator of the bias and asymptotic series for the expectation of this estimator and the estimator of the mean square error are derived. These formulations have been expressed in such a way that general coefficients can be calculated and then implemented for any choice of the parameters involved in the logit estimation problem. The formulas developed are applied, providing similar asymptotic series, for the estimation of the log odds ratio.;A general method for the linear combination of estimators is proposed. This procedure is applied to combine log odds ratios and new estimators are developed for the estimation of a common odds ratio. The small sample properties of these estimators and some widely used estimators are examined and compared in a Monte Carlo simulation. Since no one estimator is uniformly the best, a scheme for applying the most appropriate estimator in a given situation is proposed. Illustrations of settings in which this approach is feasible are examined.
Recommended Citation
Wells, George Anthony, "Contributions To The Estimation Of The Logit, Log Odds And Common Odds Ratio" (1982). Digitized Theses. 1170.
https://ir.lib.uwo.ca/digitizedtheses/1170