reglogit (Q5984584)
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Simulation-Based Regularized Logistic Regression
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|---|---|---|---|
| default for all languages | No label defined |
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| English | reglogit |
Simulation-Based Regularized Logistic Regression |
Statements
Regularized (polychotomous) logistic regression by Gibbs sampling. The package implements subtly different MCMC schemes with varying efficiency depending on the data type (binary v. binomial, say) and the desired estimator (regularized maximum likelihood, or Bayesian maximum a posteriori/posterior mean, etc.) through a unified interface. For details, see Gramacy & Polson (2012 <doi:10.1214/12-BA719>).
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25 April 2023
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expanded from: LGPL (English)
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Q16690 (Deleted Item)
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