Using Numerical Methods to Design Simulations: Revisiting the Balancing Intercept
| Autor: | Sarah E. Robertson, Jon A. Steingrimsson, Issa J Dahabreh |
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| Rok vydání: | 2021 |
| Předmět: | |
| Zdroj: | American Journal of Epidemiology. 191:1283-1289 |
| ISSN: | 1476-6256 0002-9262 |
| Popis: | In this paper, we consider methods for generating draws of a binary random variable whose expectation conditional on covariates follows a logistic regression model with known covariate coefficients. We examine approximations for finding a “balancing intercept,” that is, a value for the intercept of the logistic model that leads to a desired marginal expectation for the binary random variable. We show that a recently proposed analytical approximation can produce inaccurate results, especially when targeting more extreme marginal expectations or when the linear predictor of the regression model has high variance. We then formulate the balancing intercept as a solution to an integral equation, implement a numerical approximation for solving the equation based on Monte Carlo methods, and show that the approximation works well in practice. Our approach to the basic problem of the balancing intercept provides an example of a broadly applicable strategy for formulating and solving problems that arise in the design of simulation studies used to evaluate or teach epidemiologic methods. |
| Databáze: | OpenAIRE |
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