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Asymptotic Efficiency of Logistic Regression Relative to Linear Discriminant Analysis

Biometrika, 1991
SUMMARY 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 ...
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Asymptotic Relative Efficiency

2020
Jean Dickinson Gibbons   +1 more
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