Law of iterated logarithm and consistent model selection criterion in logistic regression

DOI10.1016/S0167-7152(01)00191-2MaRDI QIDQ1612976zbMATH OpenFDO

Authors Guoqi Qian, Chris Field

Publication date 5 September 2002

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

zbMATH Keywords

model selectionstrong consistencylogistic regressionmaximum likelihood estimatorlaw of iterated logarithm

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) Strong limit theorems (60F15)

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Cites work

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• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• A new look at the statistical model identification
• Estimating the dimension of a model
• Fisher information and stochastic complexity
• Linear representation of M-estimates in linear models
• Some Comments on C P
• Some notes on Rissanen's stochastic complexity

Cited in

(8)

• Variable selection in generalized linear models with canonical link functions
• A law of the single logarithm for weighted sums of arrays applied to bootstrap model selection in regression
• Law of iterated logarithm and strong consistency for negative binomial regression model
• A cluster tree based model selection approach for logistic regression classifier
• Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses
• Anytime-Valid Tests of Conditional Independence Under Model-X
• A procedure for estimating the number of clusters in logistic regression clustering
• Strong limit theorems on model selection in generalized linear regression with binomial respon\-ses

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