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

zbMATH Open1007.62017MaRDI QIDQ1856554FDOQ1856554

Authors: Petros Hadjicostas 

Publication date: 10 February 2003

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

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zbMATH Keywords

maximum likelihood estimationcovariateshyerplane separation

Mathematics Subject Classification ID

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

Cited In (7)

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

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