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Estimating the κ-coefficient from a Selected Sample

✍ Scribed by Stuart R Lipsitz; Nan M Laird; Troyen A Brennan; Michael Parzen


Book ID
108549186
Publisher
John Wiley and Sons
Year
2001
Weight
199 KB
Volume
50
Category
Article
ISSN
0039-0526

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Consistency of logistic regression coeff
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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 ÿxed, we prove that the logistic regression coe cient MLEs calculated from the training s