logit transformation when predictor's a continuous variable

Jan Muska (jmuska@almaak.usc.edu)
Wed, 21 Jan 1998 16:56:40 -0800 (PST)


I want to do a simmulation study on Efron's prediction error estimators
(632 and 632+, and some other ones). One of the decision rules I want to
test this on is logistic regression (logit). My problem is I cannot find
FORTRAN code to do the logit transformation when the predictor is a
continuous variable. I can't even find any reference-just do not know
where to look. Does anybody know how to do this transformation
log(p/(1-p)) when p=1 or 0?

I found a on internet an approximation such as if p=1, then p=1-1/2*n.
But this does not seem to provide the same answer as the GLM procedure in
S-Plus using the binary link.

If you can send me a reference where to look or how to do this
transformation, I'll be greatfull. For this is the only think that is
keeping me from running the simulation and getting done with my
disertation.

Thanks, Jan Muska