The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square

DOI10.1007/s00440-018-00896-9zbMath1431.62319arXiv1706.01191OpenAlexW2963669167MaRDI QIDQ2273603

Pragya Sur, Yuxin Chen, Emmanuel J. Candès

Publication date: 24 September 2019

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.01191

zbMATH Keywords

logistic regressionconcentration inequalitieshigh-dimensionalitygoodness of fitWilks' theoremconvex geometryapproximate message passingleave-one-out analysislikelihood-ratio tests

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

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