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Fitted-mean balance for logistic regression with an intercept
...
Area of mathematics
Probability and statistics
Statistical modelling
Generalized linear model
Logistic regression
Bernoulli logistic-regression model
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At an interior maximum-likelihood fit of a logistic-regression model containing an intercept, the intercept
score function
is
∂
β
0
∂
ℓ
=
∑
i
(
y
i
−
p
i
)
=
0.
(175)
Consequently the sum of the fitted probabilities equals the number of observed successes exactly.
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Bernoulli logistic-regression model
Logistic regression
Generalized linear model
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
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