Could anyone give me some references that have RIGOROUS PROOF
of the asymptotic properties of MLE for regression coefficient vector in
a logistic regression?
I need PROOF for like:
\beta ~ asymptotic Normal
bias ~= O(1/n)
variance ~= (X'WX)^{-1}(1+O(1/n))
These results are from McCullagh and Nelder's(1989) "Generalized Linear
Models" page 119. But it does not have a proof!
.
.
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