The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square

Mathematics

• Logistic Regression 100%
• Log Likelihood Ratio 100%
• Likelihood Ratio Test 100%
• Regression Model 66%
• Scaling Factor 66%
• Logistic Model 66%
• Asymptotics 33%
• Approximates 33%
• Statistical Significance 33%
• Random Matrix Theory 33%
• Convex Geometry 33%
• Limiting Distribution 33%
• Inferential Statistics 33%
• Explanatory Variable 33%
• Square Approximation 33%
• Probit Regression 33%
• Degree of Freedom 33%
• Nonlinear System 33%
• Regression Coefficient 33%

Keyphrases

• High-dimensional Binary Regression 100%
• Approximate Message Passing 33%