Abstract

SummaryAn investigation is undertaken of the logistic regression procedure for estimating the posterior probability of an object belonging to one of two populations. The asymptotic bias and mean square error associated with the procedure are derived for univariate populations whose distributions satisfy the general Day‐Kerridge model for which the logistic form is valid for the posterior probability. These properties are compared with those of the normal discrimination method based on the classical assumption of normal populations with common variances. The asymptotic relative efficiency of logistic regression is considered on the basis of asymptotic mean square error.

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