I recently see a term “semi-parametric” in the answers of my question but not really understand what is this term means.
In statistics, a semiparametric model is a statistical model that has parametric and nonparametric components.
And gives Cox proportional hazards model as an example.
I see Cox proportional hazards model and logistic regression are very similar, why we say one is semi-parametric but not say another?
BTW I found this answer, says GLM is not a semi-parametric model.
The logistic regression is not “semi-parametric”. It has only parametric component. For parametric model, the number of parameters is fixed and does not depend on the number of training data, but only depends on the model itself. This is true for logistic regression since if you have n variables X1,…,Xn you have n+1 parameters w0,…,wn to define the logistic regression model, and the number of these parameters does not increase or decrease based on the number of training data. Note that for non-parametric models you also have parameters, but the number of parameters is not fixed and depends on the number of training examples.