A mixture logistic model for panel data with a Markov structure

2023/02/03 by Cheng, Yu-Hsiang, Huang, Tzee-Ming
#62 #FOS: Computer and information sciences #G.3 #Methodology (stat.ME)

paper · doi:10.48550/arxiv.2302.01683

Abstract

In this study, we propose a mixture logistic regression model with a Markov structure, and consider the estimation of model parameters using maximum likelihood estimation. We also provide a forward type variable selection algorithm to choose the important explanatory variables to reduce the number of parameters in the proposed model.

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• Model selection in logistic regression