Maximum likelihood estimation in logistic regression models with a diverging number of covariates (vol 6, pg 1838, 2012)

被引:0
|
作者
Liang, Hua [1 ]
Du, Pang [2 ]
机构
[1] George Washington Univ, Washington, DC 20052 USA
[2] Virginia Tech, Dept Stat, Blacksburg, VA 24061 USA
来源
ELECTRONIC JOURNAL OF STATISTICS | 2023年 / 17卷 / 01期
关键词
High dimensional; asymptotic normality; injective function; large n; diverging p; logistic regression;
D O I
10.1214/23-EJS2123
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The proof of Lemma 3 (pp 1841) in [1] is incorrect and the error part is actually not needed. We can directly prove (3.6) because A(n)(beta) is the left-hand side of (3.6), i.e., we do not need the terms B-n and C-n(beta).
引用
收藏
页码:948 / 949
页数:2
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