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Consistency of logistic regression coefficient estimates calculated from a training sample

✍ Scribed by Petros Hadjicostas

Book ID
104302083
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
249 KB
Volume
62
Category
Article
ISSN
0167-7152

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✦ Synopsis

The paper deals with logistic regression when the sample is split into training and holdout sub-samples. Under the assumption that, asymptotically, the ratio of the sizes of the two sub-samples is approximately ΓΏxed, we prove that the logistic regression coe cient MLEs calculated from the training sample are consistent.

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