Maximum likelihood estimation in logistic regression models with a diverging number of covariates

DOI10.1214/12-EJS731zbMath1295.62021MaRDI QIDQ1950882

Pang Du, Hua Liang

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1349355604

zbMATH Keywords

asymptotic normality; logistic regression; high dimensional; injective function

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J12: Generalized linear models (logistic models)

Related Items

Optimal model averaging for divergent-dimensional Poisson regressions, Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates, Frequentist model averaging for envelope models, Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates, Corrigendum to: ``Maximum likelihood estimation in logistic regression models with a diverging number of covariates, Asymptotic expansion of the posterior density in high dimensional generalized linear models, Consistency of logistic classifier in abstract Hilbert spaces, The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square

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