Consistency of logistic regression coefficient estimates calculated from a training sample

Statistics and Probability Letters

Volumn 62, Issue 3, 2003, Pages 293-303

  Hadjicostas, Petros ^a  

^a TEXAS TECH UNIVERSITY   (United States)

Author keywords

Haberman's conditions; Maximum likelihood estimates; Sample splitting

Indexed keywords

EID: 0037445869     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(03)00036-1     Document Type: Article

References (8)

1. Barndorff-Nielsen, O., 1973. Exponential families and conditioning. Ph.D. Thesis, University of Copenhagen.
2. Billingsley, P., 1986. Probability and Measure, 2nd Edition. Wiley, New York.
3. Fahrmeir, L., Kaufmann, H., 1985. Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models. Ann. Statist. 13, 342-368 (Correction, 1986. Ann. Statist. 14, 1643).
4. Gourieroux, C., Monfort, A., 1981. Asymptotic properties of the maximum likelihood estimator in dichotomous logit models. J. Econometrics 17, 83-97.
5. Haberman, S.J., 1974. The Analysis of Frequency Data. University of Chicago Press, Chicago.
6. Haberman, S.J., 1977. Maximum likelihood estimates in exponential response models. Ann. Statist. 5, 815-841.
7. Hadjicostas, P., Hadjinicola, G.C., 2001. The asymptotic distribution of the proportion of correct classifications for a holdout sample in logistic regression. J. Statist. Plann. Inference 92, 193-211.
8. Hosmer, D.W., Lemeshow, S., 1989. Applied Logistic Regression. Wiley, New York.