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

DOI10.1016/S0167-7152(01)00191-2zbMATH Open0994.62063MaRDI QIDQ1612976FDOQ1612976

Authors: Guoqi Qian, Chris Field 

Publication date: 5 September 2002

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

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• Variable selection in generalized linear models with canonical link functions

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)

Cites Work

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• Fisher information and stochastic complexity
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• Linear representation of M-estimates in linear models
• Some notes on Rissanen's stochastic complexity

Cited In (8)

• A cluster tree based model selection approach for logistic regression classifier
• 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
• Anytime-Valid Tests of Conditional Independence Under Model-X
• Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses
• 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
• Variable selection in generalized linear models with canonical link functions

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