Expected Error Rates for Logistic Regression Versus Normal Discriminant Analysis
✍ Scribed by Dr. G. J. McLachlan; Ms. K. Byth
- Book ID
- 101713609
- Publisher
- John Wiley and Sons
- Year
- 1979
- Tongue
- English
- Weight
- 491 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
✦ Synopsis
The expected error rates associated with using the allocation rule based on logistic regression are derived in the context of two multivariate normal populations with a common covariance matrix and compared with the corresponding error rates of the classical rule based on this normality assumption. It is shown in terms of the actual sizes of the asymptotic expected error rates that the performance of the logistic procedure does not fall far short of the normality based method, even for widely separated populations. This latter result is not obvious from previously available work on the asymptotic relative efficiency of the logistic procedure.