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

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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)

Cites Work

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

Cited In (3)

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

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