Logistic回归模型选择的渐近概率
Logistic회귀모형선택적점근개솔
The Asymptotic Probability of Model Selection in the Logistic Regression Model
  • 万方数据
    应用概率统计 응용개솔통계
    CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
    2004年 4期 441-445 ,共5页

    王清华%吴成庆%赵林城

    왕청화%오성경%조림성

    Logistic回归%模型选择%渐近分布 Logistic迴歸%模型選擇%漸近分佈
    Logistic회귀%모형선택%점근분포
    Logistic regression%model selection%asymptotic distribution
    在许多情况下,我们需要对logistic回归模型中的重要变量进行选择.在本文中,我们对从信息论准则AIC选择出的模型给出了渐近分布和渐近概率.
    재허다정황하,아문수요대logistic회귀모형중적중요변량진행선택.재본문중,아문대종신식론준칙AIC선택출적모형급출료점근분포화점근개솔.
    In many situations, we are interested in selection of important variables which are adequate for prediction in a logistic regression model. In this paper, the asymptotic distribution and the asymptotic probability of the selected model by using the information criteria AIC are obtained.
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