Discussion: Fuzzy Thinking |
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Authors: | Peter Cheeseman |
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Affiliation: | Research Institute for Advanced Computer Science NASA Ames Research Center Moffett Field , CA , 94035 |
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Abstract: | This article investigates computation of pointwise and simultaneous tolerance limits under the logistic regression model for binary data. The data consist of n binary responses, where the probability of a positive response depends on covariates via the logistic regression function. Upper tolerance limits are constructed for the number of positive responses in m future trials for fixed as well as varying levels of the covariates. The former provides pointwise upper tolerance limits, and the latter provides simultaneous upper tolerance limits. The upper tolerance limits are obtained from upper confidence limits for the probability of a positive response, modeled using the logistic function. To compute pointwise upper confidence limits for the logistic function, likelihood-based asymptotic methods, small sample asymptotics, as well as bootstrap methods are investigated and numerically compared. To compute simultaneous upper tolerance limits, a bootstrap approach is investigated. The problems have been motivated by an application of interest to the U.S. Army, dealing with the testing of ballistic armor plates for protecting soldiers from projectiles and shrapnel, where the success probability depends on covariates such as the projectile velocity, size of the armor plate, etc. Such an application is used to illustrate the tolerance interval computations in the article. We provide the R codes used for the calculations presented in the examples in the article as supplementary material, available online. |
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Keywords: | Binary data Bootstrap Modified signed log-likelihood ratio test statistic Signed log-likelihood ratio test statistic Small sample asymptotics Upper tolerance limit |
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