Consistency of logistic regression coeff
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Petros Hadjicostas
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Article
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2003
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Elsevier Science
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English
β 249 KB
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 s