Target estimation for the logistic regression model

DOI10.1080/00949650410001665617zbMATH Open1096.62018OpenAlexW2144274323MaRDI QIDQ5489322FDOQ5489322

Authors Vipul Devas, Luisa T. Fernholz, Javier Cabrera 

Publication date 25 September 2006

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650410001665617

zbMATH Keywords

logistic regressionbiasmean square errortarget estimation

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) Stochastic approximation (62L20) Nonparametric inference (62G99)

Recommendations

• Target estimation for bias and mean square error reduction
• scientific article; zbMATH DE number 1124639
• Multivariate targeting with applications to ellipse estimation.
• The Bias of Estimating Equations with Application to the Error Rate of Logistic Discrimination
• Bias reduction of maximum likelihood estimates

Cites work

• A Stochastic Approximation Method
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Maximum likelihood estimates in exponential response models
• Multivariate targeting with applications to ellipse estimation.
• On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
• Simulation methods for mean and median bias reduction in parametric estimation
• Target estimation for bias and mean square error reduction

Cited in

(3)

• Multivariate targeting with applications to ellipse estimation.
• Robust and efficient subsampling algorithms for massive data logistic regression
• A logistic regression point of view toward loss given default distribution estimation

This page was built for publication: Target estimation for the logistic regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5489322)