| Logistic回归模型选择的渐近概率 |
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| 引用本文： | 王清华,吴成庆,赵林城.Logistic回归模型选择的渐近概率[J].应用概率统计,2004,20(4):441-445. |
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| 作者姓名： | 王清华 吴成庆 赵林城 |
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| 作者单位： | 中国科技大学统计与金融系,合肥,230026 |
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| 基金项目： | ResearchpartiallysupportedbytheNationalNaturalScienceFoundationofChina.Ph.D.ProgramFoundationofMinistryofEducationofChinaandSpecialFoundationsoftheChineseAcademyofSciencesandUSTC. |
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| 摘 要： | 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。
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| 关 键 词： | Logistic回归 模型选择 渐近分布 |
The Asymptotic Probability of Model Selection in the Logistic Regression Model |
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| Abstract.The Asymptotic Probability of Model Selection in the Logistic Regression Model[J].Chinese Journal of Applied Probability and Statisties,2004,20(4):441-445. |
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| Authors: | Abstract |
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| Abstract: | 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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| Keywords: | Logistic regression model selection asymptotic distribution |
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