Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/31093 
Year of Publication: 
2003
Series/Report no.: 
Discussion Paper No. 362
Publisher: 
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen, München
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.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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