A generalized regression model for a binary response

Maria Kateri and Alan Agresti

Statistics & Probability Letters, 2010, vol. 80, issue 2, 89-95

Abstract: Logistic regression is the closest model, given its sufficient statistics, to the model of constant success probability in terms of Kullback-Leibler information. A generalized binary model has this property for the more general [phi]-divergence. These results generalize to multinomial and other discrete data.

Date: 2010
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