Regularized (bridge) logistic regression for variable selection based on ROC criterion
نویسندگان
چکیده
منابع مشابه
Regularized (bridge) logistic regression for variable selection based on ROC criterion
It is well known that the bridge regression (with tuning parameter less or equal to 1) gives asymptotically unbiased estimates of the nonzero regression parameters while shrinking smaller regression parameters to zero to achieve variable selection. Despite advances in the last several decades in developing such regularized regression models, issues regarding the choice of penalty parameter and ...
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ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2009
ISSN: 1938-7989,1938-7997
DOI: 10.4310/sii.2009.v2.n4.a10