The C-s Method in Computation of the Logistic Normal Integral - Yi Zhao - Livros - LAP LAMBERT Academic Publishing - 9783659590702 - 18 de agosto de 2014
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The C-s Method in Computation of the Logistic Normal Integral

Yi Zhao

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SEK 389

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The C-s Method in Computation of the Logistic Normal Integral

In logistic regression models with measurement error involved, the likelihood function is often taking the form as the logistic normal integral. The method proposed by E. Crouch and D. Spiegelman (1990) (C-S) and programmed in FORTRAN performs a good candidate from the computational perspective. We investigate this method by calling the FORTRAN code into R, and compare its performance with the classic Gaussian Quadrature method. The simulation results show that the C-S approach is much faster than the classic Gaussian Quadrature algorithm without losing any precision of the estimates, especially when the sample size is large. Hopefully the result can help researchers efficiently use logistic normal integral during their works.

Mídia Livros     Paperback Book   (Livro de capa flexível e brochura)
Lançado 18 de agosto de 2014
ISBN13 9783659590702
Editoras LAP LAMBERT Academic Publishing
Páginas 64
Dimensões 152 × 229 × 4 mm   ·   113 g
Idioma German  

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