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

DOI10.1016/S0167-7152(03)00036-1MaRDI QIDQ1423244zbMATH OpenFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
• scientific article; zbMATH DE number 3466323 (Why is no real title available?)
• scientific article; zbMATH DE number 3509596 (Why is no real title available?)
• Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
• Best Subsets Logistic Regression
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Maximum likelihood estimates in exponential response models
• The asymptotic distribution of the proportion of correct classifications for a holdout sample in logistic regression

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