Pages that link to "Item:Q495396"

The following pages link to Regression modeling strategies. With applications to linear models, logistic regression, and survival analysis (Q495396):

Displaying 50 items.

• Regression methods for metacognitive sensitivity (Q69873) (← links)
• Bayesian non-parametric ordinal regression under a monotonicity constraint (Q115038) (← links)
• An algorithm for ordinal classification based on pairwise comparison (Q779021) (← links)
• Distribution-free testing in linear and parametric regression (Q825054) (← links)
• Classification trees for poverty mapping (Q1658373) (← links)
• Log-symmetric regression models under the presence of non-informative left- or right-censored observations (Q1694373) (← links)
• Single stage prediction with embedded topic modeling of online reviews for mobile app management (Q1728651) (← links)
• Subspace quadratic regularization method for group sparse multinomial logistic regression (Q2044487) (← links)
• Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods (Q2052389) (← links)
• Nonlinear statistical spline smoothers for critical spherical black hole solutions in 4-dimension (Q2092803) (← links)
• Properization: constructing proper scoring rules via Bayes acts (Q2183761) (← links)
• Projective inference in high-dimensional problems: prediction and feature selection (Q2188473) (← links)
• On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables (Q2237807) (← links)
• Multivariate ordinal regression models: an analysis of corporate credit ratings (Q2305032) (← links)
• An optimized feature selection technique based on bivariate copulas ``GBCFS'' (Q2687941) (← links)
• Model choice for regression models with a categorical response (Q2688818) (← links)
• Variable selection – A review and recommendations for the practicing statistician (Q4563248) (← links)
• A comparison of model selection methods for prediction in the presence of multiply imputed data (Q4967098) (← links)
• Variable Selection With Second-Generation <i>P</i>-Values (Q5050808) (← links)
• An ensemble learning method for variable selection: application to high-dimensional data and missing values (Q5055250) (← links)
• Stock market prediction based on adaptive training algorithm in machine learning (Q5079405) (← links)
• Measuring liquidity commonality in financial markets (Q5139252) (← links)
• Probability‐scale residuals for continuous, discrete, and censored data (Q5507369) (← links)
• Ordered quantile normalization: a semiparametric transformation built for the cross-validation era (Q5861417) (← links)
• Statistical Inference Enables Bad Science; Statistical Thinking Enables Good Science (Q5868259) (← links)
• (Q5886016) (← links)
• Discussion of: ``Akaike Memorial Lecture 2020: Some of the challenges of statistical applications'' (Q5970763) (← links)
• Predicting older‐donor kidneys' post‐transplant renal function using pre‐transplant data (Q6054418) (← links)
• Selection of influential variables in ordinal data with preponderance of zeros (Q6067715) (← links)
• Joint model for survival and multivariate sparse functional data with application to a study of Alzheimer's Disease (Q6079458) (← links)
• Comparing Bayesian variable selection to Lasso approaches for applications in psychology (Q6080774) (← links)
• Projection‐Based Inference in Randomised Clinical Trials (Q6086615) (← links)
• On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables (Q6097552) (← links)
• A geometric approach of gradient descent algorithms in linear neural networks (Q6099180) (← links)
• A flexible parametric approach for analyzing arbitrarily censored data that are potentially subject to left truncation under the proportional hazards model (Q6099547) (← links)
• Using reference models in variable selection (Q6104420) (← links)
• Modelling multilevel nonlinear treatment‐by‐covariate interactions in cluster randomized controlled trials using a generalized additive mixed model (Q6127016) (← links)
• Spatiotemporal vaccine allocation policies for epidemics with behavioral feedback dynamics (Q6150230) (← links)
• Betting market efficiency and prediction in binary choice models (Q6170871) (← links)
• Feature engineering with regularity structures (Q6184277) (← links)
• Testing the missing at random assumption in generalized linear models in the presence of instrumental variables (Q6196805) (← links)
• A Path-Based Approach to Constrained Sparse Optimization (Q6202768) (← links)
• A method of correction for heaping error in the variables using validation data (Q6549158) (← links)
• High-dimensional feature selection in competing risks modeling: a stable approach using a split-and-merge ensemble algorithm (Q6550301) (← links)
• A new ordinal mixed-data sampling model with an application to corporate credit rating levels (Q6556109) (← links)
• Calibrating machine learning approaches for probability estimation: a comprehensive comparison (Q6560548) (← links)
• Individualized second stage corrections in data envelopment analysis (Q6572896) (← links)
• Sparse recovery under nonnegativity and sum-to-one constraints (Q6576943) (← links)
• Predicting dichotomised outcomes from high-dimensional data in biomedicine (Q6579845) (← links)
• Stability of clinical prediction models developed using statistical or machine learning methods (Q6595097) (← links)