A note on MLE in logistic regression with a diverging dimension


الملخص بالإنكليزية

This short note is to point the reader to notice that the proof of high dimensional asymptotic normality of MLE estimator for logistic regression under the regime $p_n=o(n)$ given in paper: Maximum likelihood estimation in logistic regression models with a diverging number of covariates. Electronic Journal of Statistics, 6, 1838-1846. is wrong.

تحميل البحث