The existence of the maximum likelihood estimate in multinomial logistic regression for mixed-membership models

被引:0
作者
Nwaigwe, Dwight [1 ]
Rychlik, Marek [2 ]
机构
[1] Univ Arizona, Program Appl Math, Tucson, AZ 85721 USA
[2] Univ Arizona, Dept Math, Tucson, AZ USA
关键词
Regularization; logistic regression; maximum likelihood estimate; existence; grade-of-membership; mixed-membership;
D O I
10.1080/03610926.2025.2505986
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
It is known that the maximum likelihood estimate of a logistic regression model may not exist. Specifically, the maximum likelihood estimate only exists if the dataset is non separable. We show that one method of ensuring its existence is by assigning positive probability to every class in the sample dataset, a type of regularization. This is equivalent to treating logistic regression as a mixed-membership (grade-of-membership) model.
引用
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页数:11
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