Bias of Maximum-Likelihood estimates in logistic and Cox regression models: A comparative simulation study

Langner, I.; Bender, R.; Lenz-Tönjes, R.; Küchenhoff, Helmut und Blettner, Maria (2003): Bias of Maximum-Likelihood estimates in logistic and Cox regression models: A comparative simulation study. Sonderforschungsbereich 386, Discussion Paper 362

Abstract

Parameter estimates of logistic and Cox regression models are biased for finite samples. In a simulation study we investigated for both models the behaviour of the bias in relation to sample size and further parameters. In the case of a dichotomous explanatory variable x the magnitude of the bias is strongly influenced by the baseline risk defined by the constants of the models and the risk resulting for the high risk group. To conduct a direct comparison of the bias of the two models analyses were based on the same simulated data. Overall, the bias of the two models appear to be similar, however, the Cox model has less bias in situations where the baseline risk is high.

• Dokumententyp: Paper
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch