Accuracies in the Theory of
the Logistic Models
Humberto
Jesús Llinás
Abstract
The logistic models are studied, as
a kind of generalized lineal models. A theorem is showed about existence and uniqueness
of ML-estimates of the estimation of the logistic regression coefficients and
the method in order to calculate it. According to an asymptotic theory for this
ML-estimates and the score vector, it has been founded approaching for
different deviations -2log L (in this expression, L is the function of maximum
likelihood). In consequence, we have gotten statistics for different hypotheses
test which is asymptotically chi-square. The asymptotic theory is developed for
the independent variables and no distributed identically variables. It is made
the difference between ungrouped and grouped data.
Key words:
Binary response, Generalized linear model, Asymptotic theory.
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