Asymptotic properties of a double penalized maximum likelihood estimator in logistic regres\-sion

DOI10.1016/J.SPL.2007.01.004MaRDI QIDQ2373678zbMATH OpenOpenAlexFDO

Authors Sujuan Gao, Jianzhao Shen

Publication date 16 July 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.01.004

zbMATH Keywords

maximum likelihoodpenalized maximum likelihoodridge regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

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Cites work

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• Logistic Discrimination and Bias Correction in Maximum Likelihood Estimation
• On Bayesian Analysis of Generalized Linear Models Using Jeffreys's Prior
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Cited in

(12)

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• Maximum likelihood estimation in logistic regression models with a diverging number of covariates
• Penalized maximum likelihood estimation of a stochastic multivariate regression model
• An apocalypse foretold: climate shocks and sovereign defaults
• Point separation in logistic regression on Hilbert space-valued variables
• Asymptotic properties of maximum likelihood estimator for two-step logit models
• scientific article; zbMATH DE number 774858 (Why is no real title available?)
• A solution to separation for clustered binary data
• Asymptotic properties of estimation of penalized generalized estimating equations for two-stage Logit models
• Maximum softly-penalized likelihood for mixed effects logistic regression
• A comprehensive review of bias reduction methods for logistic regression
• A robust logistic regression method for rare events with built-in uncertainty bands

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