ASYMPTOTIC EFFICIENCY OF LOGISTIC-REGRESSION RELATIVE TO LINEAR DISCRIMINANT-ANALYSIS
成果类型：
Article
署名作者：
RUIZVELASCO, S
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1991
页码：
235243
关键词：
摘要：
We calculate the asymptotic efficiency of logistic regression relative to linear discriminant analysis for testing hypotheses about the parameters when the explanatory variables are normally distributed. The Pitman asymptotic efficiency for hypothesis tests in this context is the same as the asymptotic relative efficiency calculated using misclassification rates and is independent of the number of explanatory variables and the number of parameters to be tested.