Honest confidence regions for a regression parameter in logistic regression with a large number of controls
Honest confidence regions for a regression parameter in logistic regression with a large number of controls
This paper considers inference in logistic regression models with high dimensional data.We propose new methods for estimating and constructing confidence regions for a regression parameter of primary interest α 0 , a parameter in front of the regressor of interest, such as the treatment variable or a policy variable.These methods …