Abstract
Endogeneity in Logistic Regression Models
Highlights
The results of this study clearly show that the presence of bloody diarrhea is an endogenous variable in the model showing predictors of hemolytic uremic syndrome, in that the diarrhea is shown to be predicted by, and strongly correlated with, several other variables used to predict hemolytic uremic syndrome
The simultaneous equations approach, such as that outlined by Greene [7], would have used predicted values of bloody diarrhea from the first stage of the model as instrumental variables for the actual value in the model for hemolytic uremic syndrome
The conclusions that strains O157 and O111 are not predictors of hemolytic uremic syndrome deserve to be revisited; other excluded variables may be significant predictors when considered under an appropriate model
Summary
To the Editor: Ethelberg et al [1] report on a study of the determinants of hemolytic uremic syndrome resulting from Shiga toxin–producing Escherichia coli. An often overlooked problem in building statistical models is that of endogeneity, a term arising from econometric analysis, in which the value of one independent variable is dependent on the value of other predictor variables.
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