Bootstrap calibration and empirical likelihood in the logistic regression model

DOI10.5183/JJSCS1988.15.2_247MaRDI QIDQ5899587zbMATH OpenOpenAlexFDO

Authors Michele La Rocca

Publication date 18 December 2015

Published in Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5183/jjscs1988.15.2_247

zbMATH Keywords

bootstraplogistic regressionempirical likelihoodrobust inference

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30)

Recommendations

• Bootstrapping logistic regression models with random regressors
• scientific article; zbMATH DE number 1536373
• Bootstrapping the maximum likelihood estimator in high-dimensional log- linear models
• Bootstrap likelihoods
• Robust inference for generalized linear models with application to logistic regression

Cited in

(7)

• Bootstrapping the coefficients of multiple logistic regression model in medicine data
• Regression calibration for logistic regression with multiple surrogates for one exposure
• scientific article; zbMATH DE number 1536373 (Why is no real title available?)
• scientific article; zbMATH DE number 3986466 (Why is no real title available?)
• A quadratic bootstrap method and improved estimation in logistic regression.
• A new method of calibration for the empirical loglikelihood ratio
• Variance estimates in logistic regression using the bootstrap

This page was built for publication: Bootstrap calibration and empirical likelihood in the logistic regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5899587)