@akshay_ramesh wrote:
In logistic regression analysis, we mentioned that
Errors can’t be normally distributed. With proper analysis (or sound arguments) show why this is the case?
logit(P(Y=1|X))=xβ
Where P(Y=1|X)=f(x;β)=exβ1+exβ=11+e−xβ
So the loss function looks like:∑i(yi−f(xi;β))2=∑i(yi−11+e−xβ)2
where yi’s take values 0/1.
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