Consistency of logistic regression coefficient estimates calculated from a training sample.

DOI10.1016/S0167-7152(03)00036-1zbMath1116.62325MaRDI QIDQ1423244

Petros Hadjicostas

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Maximum likelihood estimatesHaberman's conditionsSample splitting

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

Cites Work

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• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
• Maximum likelihood estimates in exponential response models
• Best Subsets Logistic Regression
• The asymptotic distribution of the proportion of correct classifications for a holdout sample in logistic regression

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