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  • 1.  error termdistribution of logistic regression model

    Posted 07-16-2011 07:23
    This message has been cross posted to the following eGroups: Young Professionals Group and Statistical Consulting Section .
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    Dear all,

    I encountered a small problem. Does anybody knows what is the error distribution of logistics models?
    Is there any special situation for the error term distribution?

    I would be very pleased if you can introduce me some references?

    Bunch of thanks,
    Amir

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    Amir Kasaeian
    PhD Student in Biostatistics
    Tehran University of Medical Sciences (TUMS)
    amir_kasaeian@yahoo.com
    akasaeian@razi.tums.ac.ir
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  • 2.  RE:error termdistribution of logistic regression model

    Posted 07-18-2011 13:03
    Amir,

    The book, Applied Logistic Regression 2nd Edition, by Hosmer and Lemeshow, published by Wiley in 2000 has a section on logistic regression diagnostics, Section 5.3.  You may find the section useful.

    Margot

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    Margot Tollefson
    Owner
    Vanward Statistical Consulting
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  • 3.  RE:error termdistribution of logistic regression model

    Posted 07-23-2011 16:01
    Hi all,

    Thank you very much for all your comprehensive reply concerning error term distribution.
    But, you may ask me why I am so curious about this distribution?

    I wanna know how can I model some latent variables (unobserved covariates) in a logistic model. If I know the distribution of the error terms then I can see their effects (latent variable effects) in the likelihood of the model very easily. Then my parameter estimates will be more accurate.
    That was the story!

    Very eager for your comments!
    Bunch of thanks,
    Amir

    -------------------------------------------
    Amir Kasaeian
    PhD Student in Biostatistics
    Tehran University of Medical Sciences (TUMS)
    amir_kasaeian@yahoo.com
    akasaeian@razi.tums.ac.ir
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