A modern maximum-likelihood theory for high-dimensional logistic regression [Statistics]
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, fitting a logistic model by the method of maximum likelihood produces estimates that are consistent and that there are well-known formulas that quantify the variability...
Source: Proceedings of the National Academy of Sciences - Category: Science Authors: Pragya Sur, Emmanuel J. Candes Tags: PNAS Plus Source Type: research