WANG Qinghua, WU Chengqing, ZHAO Lincheng. The Asymptotic Probability of Model Selection in the Logistic Regression Model[J]. Chinese Journal of Applied Probability and Statistics, 2004, 20(4): 441-445.
Citation:
WANG Qinghua, WU Chengqing, ZHAO Lincheng. The Asymptotic Probability of Model Selection in the Logistic Regression Model[J]. Chinese Journal of Applied Probability and Statistics, 2004, 20(4): 441-445.
WANG Qinghua, WU Chengqing, ZHAO Lincheng. The Asymptotic Probability of Model Selection in the Logistic Regression Model[J]. Chinese Journal of Applied Probability and Statistics, 2004, 20(4): 441-445.
Citation:
WANG Qinghua, WU Chengqing, ZHAO Lincheng. The Asymptotic Probability of Model Selection in the Logistic Regression Model[J]. Chinese Journal of Applied Probability and Statistics, 2004, 20(4): 441-445.
The Asymptotic Probability of Model Selection in the Logistic Regression Model
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.
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