A note on "MLE in logistic regression with a diverging dimension"

01/26/2018
by   Huiming Zhang, et al.
0

This short note is to point the reader to notice that the proof of high dimensional asymptotic normality of MLE estimator for logistic regression under the regime p_n=o(n) given in paper: "Maximum likelihood estimation in logistic regression models with a diverging number of covariates. Electronic Journal of Statistics, 6, 1838-1846." is wrong.

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