Variance estimates in logistic regression using the bootstrap

Abstract

Large-sample confidence intervals for the parameter β under the binomial and extra-binomial variance model are presented. Alternative estimates of Var( ) are discussed, which all have a nice bootstrap interpretation in the context of resampling from residuals or score components. The latter approach yields both a model-based and a robust estimate. Some properties of these estimates and their corresponding confidence intervals are also discussed. In an extensive simulation study we compare the coverage probabilities of the intervals supposing binomial variation as well as overdispersion.