1
$\begingroup$

While reviewing King & Zeng paper on rare event data in logistic regression, I'm wondering what this term means?

enter image description here

Beta hat of the class 0.

$\endgroup$

1 Answer 1

4
$\begingroup$

It is the estimated intercept in the logistic regression. I.e.,

$$E(Y\vert \vec{x}) = p(\vec{x}), \qquad \log\left(\frac{p(\vec{x})}{1-p(\vec{x})}\right) = \beta_0+\vec{\beta}_1^\top\vec{x} $$

See appendix B.4 and write $\tilde{\vec{x}} = (1, \vec{x}^\top)^\top$ and $\vec{\beta} = (\beta_0,\vec\beta_1^\top)^\top$

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.