Robust estimation of parameters in logistic regression via solving the Cramer-von Mises type L2 optimization problem

2017/03/21 by Jiwoong Kim, Kim, Jiwoong
Economics, Econometrics and Finance · Mathematics · #Spatial and Panel Data Analysis #Global trade and economics #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.1703.07044

Abstract

This paper proposes a novel method to estimate parameters in a logistic regression model. After obtaining the estimators, their asymptotic properties are rigorously investigated.

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