Binary Response Models
نویسنده
چکیده
this corresponds to the logistic df. The transformation may be seen to induce a certain degree of heteroscedasticity into the model. Suppose each observation p̂i is based on a moderately large sample of ni observations with p̂i → pi. We may then use the δ-method to compute the variability of logit(p̂i), V (g(p̂i)) = (g (pi)) V (p̂i) g(p) = log(p/(1− p)) g′(p) = 1− p p · d dp ( p 1− p ) = 1 p(1− p)
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