Abstract

LLINAS, HUMBERTO JESÚS. Accuracies in the Theory of the Logistic Models. Rev.Colomb.Estad. [online]. 2006, vol.29, n.2, pp.239-265. ISSN 0120-1751.

The logistic models are studied, as a kind of generalized lineal models. A theorem is showed about existence and uniqueness of ML-estimates of the estimation of the logistic regression coefficients and the method in order to calculate it. According to an asymptotic theory for this ML-estimates and the score vector, it has been founded approaching for different deviations σ2 log L (in this expression, L is the function of maximum likelihood). In consequence, we have gotten statistics for different hypotheses test which is asymptotically chi-square. The asymptotic theory is developed for the independent variables and no distributed identically variables. It is made the difference between ungrouped and grouped data.

Keywords : Binary response; Generalized linear model; Asymptotic theory.

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