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A simulation showing how cases can be discarded in logistic regression while preserving an unbiased estimator. https://twitter.com/statwonk/status/1291712092479860737?s=20
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library(tidyverse) | |
1e4 -> N | |
0.03 -> p | |
# author: twitter.com/statwonk | |
# showing how cases can be discarded in logistic regression while preserving an unbiased estimator | |
seq_len(1e3) %>% | |
map_dbl(function(x) { | |
rbinom(N, 1, p) -> y | |
tibble( | |
all_data = tibble(y = y) %>% glm(y ~ 1, "binomial", .) %>% coef() %>% plogis(), | |
sampled_data = tibble(y = y[y == 1 | runif(N) <= p]) %>% | |
mutate(weights = case_when(y == 1 ~ y*1.0, TRUE ~ 1/p)) %>% | |
glm(y ~ 1, "binomial", ., weights = .$weights) %>% | |
coef() %>% | |
plogis() | |
) %>% | |
mutate(diff = sampled_data - all_data) %>% | |
pull(diff) | |
}) %>% | |
ecdf() %>% | |
plot(main = "The difference in estimated p\np% sample - all data") | |
abline(v = 0) |
russellpierce
commented
Feb 10, 2021
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