摘要:In this paper, we develop a theoretical study about the logistic and saturated multinomial models when the response variable takes one of R ≥ 2 levels. Several theorems on the existence and calculations of the maximum likelihood (ML) estimates of the parameters of both models are presented and demonstrated. Furthermore, properties are identified and, based on an asymptotic theory, convergence theorems are tested for score vectors and information matrices of both models. Finally, an application of this theory is presented and assessed using data from the R statistical program.
关键词:Modelo logístico multinomial;Modelo saturado;Regresión logística;Estimador de máxima verosimilitud;Vector score;Matriz de información de Fisher