Logistic回归模型选择的渐近概率

The Asymptotic Probability of Model Selection in the Logistic Regression Model

摘要: 在许多情况下,我们需要对logistic回归模型中的重要变量进行选择.在本文中,我们对从信息论准则AIC选择出的模型给出了渐近分布和渐近概率.

Abstract: In many situations, we are interested in selection of important variables which are adequate for prediction in a logistic regression model. In this paper, the asymptotic distribution and the asymptotic probability of the selected model by using the information criteria AIC are obtained.