[R] Coefficients of Logistic Regression from bootstrap - how

[(Ted Harding)]

There is one aspect for which bootstrap or re-sampling is useful,
which is not provided by maximum likelihood estimation (and the
usual MLE estimates of SEs of the coefficients.

That is, that the SEs of the coefficients are conditional on the
values of the covariates in the sample. The only random variation
that is considered in producing the SEs in standard regression is
that of the response variable, as implied by the model being fitted.

Hence the MLE will tell you about the uncertainty in the coefficients
due to random response, but with only the exact covariate values which
are present in the sample.

In practice, as has been indicated by other responses, the data are
from a population in which the covariates vary and not all have been
observed, and there is interest in assessing the uncertainty about
the "population coefficients" due to this. 

An indication of this (with somewhat uncertain reliability) can be
obtained by a bootstrap procedure, on the basis that sampling from
the sample will have some resemblance to sampling from the population.

Ted.

On 21-Jul-08 19:56:16, Áõ½Ü wrote:
> Hi Doran,
> 
> Maybe I am wrong, but I think bootstrap is a general resampling method
> which
> can be used for different purposes...Usually it works well when you do
> not
> have a presentative sample set (maybe with limited number of samples).
> Therefore, I am positive with Michal...
> 
> P.S., overfitting, in my opinion, is used to depict when you got a
> model
> which is quite specific for the training dataset but cannot be
> generalized
> with new samples......
> 
> Thanks,
> 
> --Jerry
> 2008/7/21 Doran, Harold <HDoran at air.org>:
> 
>> > I used bootstrap to virtually increase the size of my
>> > dataset, it should result in estimates more close to that
>> > from the population - isn't it the purpose of bootstrap?
>>
>> No, not really. The bootstrap is a resampling method for variance
>> estimation. It is often used when there is not an easy way, or a
>> closed
>> form expression, for estimating the sampling variance of a statistic.
>>
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>>
> 
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> 
> ______________________________________________
> R-help at r-project.org mailing list
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E-Mail: (Ted Harding) <Ted.Harding at manchester.ac.uk>
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Date: 21-Jul-08                                       Time: 21:11:10
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