4.5 Article

Randomization does not justify logistic regression

Journal

STATISTICAL SCIENCE
Volume 23, Issue 2, Pages 237-249

Publisher

INST MATHEMATICAL STATISTICS
DOI: 10.1214/08-STS262

Keywords

models; randomization; logistic regression; logit; average predicted probability

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The logit model is often used to analyze experimental data. However, randomization does not justify the model, so the usual estimators can be inconsistent. A consistent estimator is proposed. Neyman's non-parametric setup is used as a benchmark. In this setup, each subject has two potential if treated and the other if untreated; only one of the two re-responses, can be observed. Beside the mathematics, there are simulation results, a brief review of the literature, and some recommendations for practice.

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