ITEM METADATA RECORD
Title: Missing covariates in logistic regression, estimation and distribution selection
Authors: Consentino, Fabrizio
Claeskens, Gerda
Issue Date: 2008
Publisher: K.U.Leuven - Faculty of Business and Economics
Series Title: FBE Research Report KBI_0810
Abstract: We derive explicit formulae for estimation in logistic regression models where some of the covariates are missing. Our approach allows for modelling the distribution of the missing covariates either as a multivariate normal or multivariate t-distribution. A main advantage of this method is that it is fast and does not require the use of iterative procedures. A model selection method is derived which allows to choose amongst these distributions.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Administrative and Support Services, Faculty of Economics and Business, Leuven - miscellaneous (-)
Research Center for Operations Research and Business Statistics (ORSTAT), Leuven

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