This is a preview. Log in through your library . Abstract Students in statistics or data science usually learn early on that when the sample size n is large relative to the number of variables p, ...

This is a preview. Log in through your library . Abstract This paper rigorously establishes that the existence of the maximum likelihood estimate (MLE) in high-dimensional logistic regression models ...

The likelihood equation for a logistic regression model does not always have a finite solution. Sometimes there is a nonunique maximum on the boundary of the parameter space, at infinity. The ...

In recent columns we showed how linear regression can be used to predict a continuous dependent variable given other independent variables 1,2. When the dependent variable is categorical, a common ...

In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...