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Asymptotic Efficiency of Logistic Regression Relative to Linear Discriminant Analysis
Biometrika, 1991SUMMARY 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 of the classical test statistics under misspecification
, 1989P. Saikkonen
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