Logistic回归系数极大似然估计的计算

Computing Maximum Likelihood Estimates for Logistic Regression Coefficients

本文介绍了Logistic回归系数的极大似然估计(maximum likelihood)的计算,并引入Levenberg-Mar-quardt算法,通过迭代给出了Logistic回归系数的极大似然估计。

This document briefly describes the estimation of coefficients in Logistic regression which is usually carried out based on the principle of maximum hkelihood. And then, the Levengerg - Marquardt algorithm is introduced to compute the maxinum likelihood estimates for regression coefficients.