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.
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