Rate of convergence of the probability of non-existence of the MLE's in simple logistic regression

MaRDI QIDQ1856554zbMATH OpenFDO

Authors Petros Hadjicostas

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

covariateshyerplane separationmaximum likelihood estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

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(7)

• The phase transition for the existence of the maximum likelihood estimate in high-dimensional logistic regression
• On the existence of maximum likelihood estimates in logistic regression models
• A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models
• On the existence of maximum likelihood estimates for weighted logistic regression
• Convergence theorems in multinomial saturated and logistic models
• A modern maximum-likelihood theory for high-dimensional logistic regression
• Large sample convergence diagnostics for likelihood based inference: logistic regression

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