Inferences About the Probability of Success, Given the Value of a Covariate, Using a Nonparametric Smoother

Rand Wilcox
2020 Journal of Modern Applied Statistical Methods  
For a binary random variable Y, let p(x) = P(Y = 1 | X = x) for some covariate X. The goal of computing a confidence interval for p(x) is considered. In the logistic regression model, even a slight departure difficult to detect via a goodness-of-fit test can yield inaccurate results. The accuracy of a confidence interval can deteriorate as the sample size increases. The goal is to suggest an alternative approach based on a smoother, which provides a more flexible approximation of p(x).
doi:10.22237/jmasm/1556670240 fatcat:w63licjw4fgddd5av6z2ffi2ea