判断逻辑回归中推断的充分性

Judging Inference Adequacy in Logistic Regression

Journal of the American Statistical Association · 1986
被引 20
ABS 4

中文导读

指出基于信息矩阵的逻辑回归推断可能效果不佳,通过两个置信区域例子说明问题,并提出一种判断似然曲面二次近似充分性的度量方法。

Abstract

Inference for logistic regression based on the information matrix may be poor. This is noted in two examples in which confidence regions are examined. A measure to detect such inadequacies is presented; it judges the quadratic approximation to the likelihood surface, which justifies the usual procedure.

逻辑回归统计推断置信区间计量经济学数据挖掘