Ridge estimation for multinomial logit models with symmetric side constraints

DOI10.1007/s00180-012-0341-1zbMath1305.65087OpenAlexW2155212981MaRDI QIDQ2255916

Faisal Maqbool Zahid, Gerhard Tutz

Publication date: 18 February 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-012-0341-1

zbMATH Keywords

penalizationcross-validationlogistic regressionL2 penaltymulticategory responsereference category

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items

Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates ⋮ Response shrinkage estimation in multinomial logit models ⋮ Ordinal ridge regression with categorical predictors ⋮ Multinomial logit models with implicit variable selection ⋮ Liu-type multinomial logistic estimator

Uses Software

• glmnet

Cites Work

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