相关论文: Estimating the logistic regression equation when t…
Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the maximum likelihood estimator (MLE) for logistic regression,…
The bias of an estimator is defined as the difference of its expected value from the parameter to be estimated, where the expectation is with respect to the model. Loosely speaking, small bias reflects the desire that if an experiment is…
Consider the nonparametric logistic regression problem. In the logistic regression, we usually consider the maximum likelihood estimator, and the excess risk is the expectation of the Kullback-Leibler (KL) divergence between the true and…
We outline how modern likelihood theory, which provides essentially exact inferences in a variety of parametric statistical problems, may routinely be applied in practice. Although the likelihood procedures are based on analytical…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…
This paper addresses the problem of providing robust estimators under a functional logistic regression model. Logistic regression is a popular tool in classification problems with two populations. As in functional linear regression,…
Logistic regression is an important statistical tool for assessing the probability of an outcome based upon some predictive variables. Standard methods can only deal with precisely known data, however many datasets have uncertainties which…
The Latent Block Model (LBM) is a model-based method to cluster simultaneously the $d$ columns and $n$ rows of a data matrix. Parameter estimation in LBM is a difficult and multifaceted problem. Although various estimation strategies have…
We propose an optimal estimating equation for logistic regression with linked data while accounting for false positives. It builds on a previous solution but estimates the regression coefficients with a smaller variance, in large samples.
Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…
The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of…
Logistic regression models are a popular and effective method to predict the probability of categorical response data. However inference for these models can become computationally prohibitive for large datasets. Here we adapt ideas from…
In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…
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…
A solution to control for nonresponse bias consists of multiplying the design weights of respondents by the inverse of estimated response probabilities to compensate for the nonrespondents. Maximum likelihood and calibration are two…
In complex survey data, each sampled observation has assigned a sampling weight, indicating the number of units that it represents in the population. Whether sampling weights should or not be considered in the estimation process of model…
We discuss a new weighted likelihood method for parametric estimation. The method is motivated by the need for generating a simple estimation strategy which provides a robust solution that is simultaneously fully efficient when the model is…
Linear thresholding models postulate that the conditional distribution of a response variable in terms of covariates differs on the two sides of a (typically unknown) hyperplane in the covariate space. A key goal in such models is to learn…
We introduce and study a family of robust estimators for the functional logistic regression model whose robustness automatically adapts to the data thereby leading to estimators with high efficiency in clean data and a high degree of…