Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154518 | Statistics & Probability Letters | 2007 | 6 Pages |
Abstract
Maximum likelihood estimates in logistic regression may encounter serious bias or even non-existence with many covariates or with highly correlated covariates. In this paper, we show that a double penalized maximum likelihood estimator is asymptotically consistent in large samples.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Sujuan Gao, Jianzhao Shen,