The asymptotic distribution of the proportion of correct classifications for a holdout sample in logistic regression

DOI10.1016/S0378-3758(00)00142-7zbMath0964.62045MaRDI QIDQ5929953

Petros Hadjicostas, George C. Hadjinicola

Publication date: 19 July 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic variancecutoff pointholdout samplestraining samples

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12)

Related Items (2)

Consistency of logistic regression coefficient estimates calculated from a training sample. ⋮ Maximizing proportions of correct classifications in binary logistic regression

Uses Software

• SAS
• SAS/STAT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• On existence and uniqueness of maximum likelihood estimates in quantal and ordinal response models
• Maximum likelihood estimates in exponential response models
• An overview of multivariate data analysis
• Best Subsets Logistic Regression
• On the existence of maximum likelihood estimates in logistic regression models
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Cross-Validation of Regression Models
• Selection of Subsets of Regression Variables
• How Biased is the Apparent Error Rate of a Prediction Rule?
• A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models
• The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis
• Validation of Regression Models: Methods and Examples
• Separate sample logistic discrimination
• Consistency and Asymptotic Normality of MLE's for Exponential Models
• THE STATISTICAL UTILIZATION OF MULTIPLE MEASUREMENTS

This page was built for publication: The asymptotic distribution of the proportion of correct classifications for a holdout sample in logistic regression