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Mallows' Cp criterion and unbiasedness of model selection

โœ Scribed by Masahito Kobayashi; Shinichi Sakata

Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
551 KB
Volume
45
Category
Article
ISSN
0304-4076

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Law of iterated logarithm and consistent
Law of iterated logarithm and consistent model selection criterion in logistic regression
โœ Guoqi Qian; Chris Field ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 143 KB

In this paper we establish a law of iterated logarithm for the maximum likelihood estimator of the parameters in a logistic regression model with canonical link. This result establishes the strong consistency of some relevant model selection criteria. For a model selection criterion whose objective