Sequential maximum likelihood estimation with applications to logistic regression in case-control studies

DOI10.1016/0378-3758(89)90100-6zbMath0671.62080OpenAlexW2012953926MaRDI QIDQ1119318

S. H. Smith

Publication date: 1989

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(89)90100-6

zbMATH Keywords

Monte Carlo simulationmaximum likelihood estimatorlogistic regressionasymptotically normal distributionfirst-order approximationasymptotic variance matrixasymptotic likelihood inferenceretrospective case-control studiessequential sample sizesmallest eigenvalue of the estimated Fisher information matrix

Mathematics Subject Classification ID

General nonlinear regression (62J02) Sequential estimation (62L12)

Related Items (5)

Online calibration via variable length computerized adaptive testing ⋮ Fixed size confidence regions for parameters of threshold AR(1) models ⋮ Approximations to expected stopping times with applications to sequential estimation ⋮ Optimal sampling in retrospective logistic regression via two-stage method ⋮ Sequential confidence regions for maximum likelihood estimates.

Cites Work

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• Retrospective studies and failure time models
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• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Fixed Size Confidence Ellipsoids for Linear Regression Parameters
• On Limiting Distributions for Sums of a Random Number of Independent Random Vectors
• On Fixed-Width Confidence Bounds for Regression Parameters

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