When the number of design points goes to infinity, we show that the minimum logit chi-squared estimator of the parameter in a linear logistic regression model for binomial response data is asymptotically normal. We also give conditions under which it is consistent.
@article{1176349648,
author = {Davis, Linda June},
title = {Consistency and Asymptotic Normality of the Minimum Logit Chi-Squared Estimator When the Number of Design Points is Large},
journal = {Ann. Statist.},
volume = {13},
number = {1},
year = {1985},
pages = { 947-957},
language = {en},
url = {http://dml.mathdoc.fr/item/1176349648}
}
Davis, Linda June. Consistency and Asymptotic Normality of the Minimum Logit Chi-Squared Estimator When the Number of Design Points is Large. Ann. Statist., Tome 13 (1985) no. 1, pp. 947-957. http://gdmltest.u-ga.fr/item/1176349648/