Question: For a similar setup as the binary logistic model simulation in Section 9.7, do a Monte Carlo simulation to determine the coverage probabilities for ordinary

For a similar setup as the binary logistic model simulation in Section 9.7, do a Monte Carlo simulation to determine the coverage probabilities for ordinary Wald and for three types of bootstrap confidence intervals for the true x=5 to x=1 log odds ratio. In addition, consider the Wald-type confidence interval arising from the sandwich covariance estimator. Estimate the non-coverage probabilities in both tails. Use a sample size n = 200 with the single predictor x1 having a standard log-normal distribution, and the true model being logit(Y = 1) = 1 + x1/2. Determine whether increasing the sample size relieves any problem you observed. Some R code for this simulation is on the web site.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Linear State Space Systems Questions!