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Search: WFRF:(van Westereenen HL) > (2017)

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  • Pingel, Ronnie (author)
  • Some approximations of the logistic distribution with application to the covariance matrix of logistic regression
  • 2014
  • In: Statistics and Probability Letters. - : Elsevier BV. - 0167-7152 .- 1879-2103. ; 85, s. 63-68
  • Journal article (peer-reviewed)abstract
    • In this paper, we show that a two-component normal mixture model provides a good approximation to the logistic distribution. This approximation is an improvement over using the normal distribution and is comparable to using the t-distribution as approximating distributions. The results from using the mixture model is exemplified by finding an approximative analytic expression for the covariance matrix of logistic regression using normally distributed random regressors.
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Type of publication
journal article (1)
Type of content
peer-reviewed (1)
Author/Editor
Pingel, Ronnie (1)
University
Uppsala University (1)
Language
English (1)
Year
2017 (1)Undo refine

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