Accession Number : ADA186032


Title :   Variable Selection in Logistic Regression.


Descriptive Note : Technical rept.,


Corporate Author : PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS


Personal Author(s) : Bai, Z D ; Krishnaiah, P R ; Zhao, L C


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a186032.pdf


Report Date : Jun 1987


Pagination or Media Count : 20


Abstract : In many situations, we are interested in selection of important variables which are adequate for prediction under a logistic regression model. In this paper, some selection procedures based on the information theoretic criteria are proposed, and these procedures are proved to be strongly consistent. Keywords: Maximum likelihood estimation; Multivariate analysis; Asymptotic expansion.


Descriptors :   *REGRESSION ANALYSIS , *VARIABLES , ASYMPTOTIC SERIES , INFORMATION THEORY , LOGISTICS , MATHEMATICAL MODELS , MAXIMUM LIKELIHOOD ESTIMATION , SELECTION , MULTIVARIATE ANALYSIS , MATHEMATICAL PREDICTION


Subject Categories : Statistics and Probability


Distribution Statement : APPROVED FOR PUBLIC RELEASE