Consistency of logistic regression coefficient estimates calculated from a training sample

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 fixed, we prove that the logistic regression coefficient MLEs calculated from the training sample are consistent.

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Year of publication:	2003
Authors:	Hadjicostas, Petros
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 62.2003, 3, p. 293-303
Publisher:	Elsevier
Keywords:	Haberman's conditions Maximum likelihood estimates Sample splitting

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313903