AI & ML
The Geometry of Existence and Uniqueness of Maximum Likelihood Estimation in Categorical Response Models
arXiv stat.TH0 views
arXiv:2610.08100v1 Announce Type: cross Abstract: Nonexistence of the maximum likelihood estimate (MLE) under separation is treated as a solved problem for binary logistic regression and as a scattered collection of model-specific results everywhere else. We show that it is one phenomenon with one criterion. In a latent polyhedral categorical response model, every observed outcome corresponds to a polyhedral event in latent variables whose faces shift linearly with the parameter. Random-utility choice, cumulative-link, ranking, multivariate binary and ordinal, sequential, adjacent-category logit, and fixed-score stereotype models belong to this family. The likelihood sees each observed factor only through the columns of its threshold map, the structure vectors. A finite MLE exists if and only if the pooled structure vector set has overlap. Sufficiency requires only continuity, necessity requires only strictly threshold-increasing probabilities, and neither likelihood concavity, exchangeability, nor full design rank is needed. Positive strictly log-concave latent densities and threshold-identifiable polyhedra then yield uniqueness on the estimable span. A single linear program determines whether overlap holds, and convex cone geometry measures the dimension of separation. An application using cumulative-link models for willingness to share health data identifies observations and model terms associated with nonexistence and illustrates how the diagnostics inform model revision and sensitivity analysis.
Source:https://arxiv.org/abs/2610.08100PreviousDetecting a Shift Is Not Enough: Exact Minimax Limits of Linear Representation RepairNextEfficient Posterior Sampling for $\mathbb Z_2$ Synchronization
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