A note on "MLE in logistic regression with a diverging dimension"

Huiming Zhang

A note on "MLE in logistic regression with a diverging dimension"

Statistics Theory 2018-01-29 v1 Statistics Theory

Authors: Huiming Zhang

Abstract

This short note is to point the reader to notice that the proof of high dimensional asymptotic normality of MLE estimator for logistic regression under the regime $p_n=o(n)$ given in paper: "Maximum likelihood estimation in logistic regression models with a diverging number of covariates. Electronic Journal of Statistics, 6, 1838-1846." is wrong.

Keywords

maximum likelihood estimation

Cite

@article{arxiv.1801.08898,
  title  = {A note on "MLE in logistic regression with a diverging dimension"},
  author = {Huiming Zhang},
  journal= {arXiv preprint arXiv:1801.08898},
  year   = {2018}
}

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