Estimating the logistic regression equation when the model is incorrect
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2026
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| _version_ | 1866913163929190400 |
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| author | Hjort, Nils Lid |
| author_facet | Hjort, Nils Lid |
| contents | Protesting mildly against the notion of an exactly correct parametric model the view is adopted that the logistic regression equation is merely an approximation to the underlying, true function. The behaviour of likelihood based estimators is investigated in such a general framework. The maximum likelihood estimator is shown to be consistent for a certain least false parameter value minimising a weighted average of quantities that measure the distance from the true to the parametric model. Asymptotic normality is also demonstrated. Finally a number of additional remarks are offered, some pointing to natural generalisations and some to new questions for research, like weighted and local likelihood estimation methods. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_26753 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Estimating the logistic regression equation when the model is incorrect Hjort, Nils Lid Statistics Theory Protesting mildly against the notion of an exactly correct parametric model the view is adopted that the logistic regression equation is merely an approximation to the underlying, true function. The behaviour of likelihood based estimators is investigated in such a general framework. The maximum likelihood estimator is shown to be consistent for a certain least false parameter value minimising a weighted average of quantities that measure the distance from the true to the parametric model. Asymptotic normality is also demonstrated. Finally a number of additional remarks are offered, some pointing to natural generalisations and some to new questions for research, like weighted and local likelihood estimation methods. |
| title | Estimating the logistic regression equation when the model is incorrect |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2605.26753 |