Far East Journal of Theoretical Statistics
Volume 19, Issue 2, Pages 281 - 292
(July 2006)
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A COMPARISON OF PARAMETER ESTIMATES IN STANDARD LOGISTIC REGRESSION USING WINBUGS MCMC AND MLE METHODS IN R FOR DIFFERENT SAMPLE SIZES
Masoud Karimlou (Iran), Gholamraza Jandaghi (Iran), Kazem Mohammad (Iran), Rory Wolfe (Australia) and Kamal Azam (Iran)
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Abstract: Estimation of parameters in statistical models is a serious
concern among statisticians. Frequentists and Bayesians propose different
approaches. In this paper we examine different approaches using MCMC and MLE
methods to estimate parameters of standard logistic regression with two
covariates to compare their efficiency for different sample sizes. We used
WinBUGS MCMC and R MLE estimation methods.
The result showed that by increasing the sample size, the MCMC estimates get
closer to MLE’s and the MCMC standard errors decrease as the sample size
increases. |
Keywords and phrases: logistic regression, MCMC, MLE, WinBUGS, R, sample size. |
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