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On the Examination of the Reliability of Statistical Software for Estimating Logistic Regression Models

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  • Bergtold, Jason S.
  • Pokharel, Krishna
  • Featherstone, Allen

Abstract

The numerical reliability of software packages was examined for the logistic regression model. Software tested include SAS 9.3, MATLAB R2012a, R 3.1.0, Stata/IC 13.1 and LIMDEP 10.5. Thirty benchmark datasets were created by simulating different conditional binary choice processes. To obtain certified values, this study followed the National Institute of Standards and Technology procedures when they generated certified values of parameter estimates and standard errors for the nonlinear logistic regression models used. The logarithm of the relative error was used as a measure of accuracy to examine the numerical reliability of these packages.

Suggested Citation

  • Bergtold, Jason S. & Pokharel, Krishna & Featherstone, Allen, 2015. "On the Examination of the Reliability of Statistical Software for Estimating Logistic Regression Models," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205643, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea15:205643
    DOI: 10.22004/ag.econ.205643
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