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)

Recommendations

• 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
• scientific article; zbMATH DE number 958370
• scientific article; zbMATH DE number 3976123
• Maximum likelihood estimation in logistic regression models with a diverging number of covariates

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 (3)

• 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
• Large sample convergence diagnostics for likelihood based inference: logistic regression

This page was built for publication: Rate of convergence of the probability of non-existence of the MLE's in simple logistic regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1856554)