Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter

DOI10.1016/J.CSDA.2011.07.013MaRDI QIDQ425379zbMATH OpenOpenAlexFDO

Authors Guo-Liang Tian, Man-Lai Tang, Chunling Liu

Publication date 8 June 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2011.07.013

zbMATH Keywords

logistic regressionconvergencenumerical examplesstabilityCox proportional hazards modelNewton-Raphson algorithmshrinkage parameterFisher scoring algorithmEM-type algorithmsoptimal QLB algorithmQLB algorithmquadratic lower-bound algorithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cited in

(4)

• Quadratic lower-bound algorithm for maximum likelihood estimator of logistic regression on parameter and its application
• Parameter estimation and hypothesis tests in logistic model for complex correlated data
• Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression
• Logistic regression analysis of non‐randomized response data collected by the parallel model in sensitive surveys

Describes a project that uses

Uses Software

• bootstrap

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