A Note on Local Likelihood Regression for Binary Response Data

被引:0
|
作者
Okumura, Hidenori [1 ]
机构
[1] Chugoku Jr Coll, Dept Informat Sci & Business Management, Okayama 7010197, Japan
关键词
Binary regression; Local likelihood estimator; Support vector machine; MODELS; EXISTENCE; ESTIMATORS;
D O I
10.1080/03610910902722111
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
This article considers identifying the existence of the local likelihood estimator in binary regression. A simple method for the identification is proposed, which is derived by recognizing the problem as a linear complementarity problem through a support vector machine problem with soft margins.
引用
收藏
页码:1019 / 1025
页数:7
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