Multinomial logit models with implicit variable selection

DOI10.1007/S11634-013-0136-4MaRDI QIDQ2256779zbMATH OpenOpenAlexFDO

Authors Faisal Maqbool Zahid, Gerhard Tutz

Publication date 23 February 2015

Published in Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11634-013-0136-4

zbMATH Keywords

false alarm ratehit ratelikelihood-based boostinglogistic regressionmultinomial logitpenalizationside constraintsvariable selection

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Cites work

• A comparison of prediction accuracy, complexity, and training time of thirty-three old and new classification algorithms
• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
• Boosting algorithms: regularization, prediction and model fitting
• Boosting for high-dimensional linear models
• Boosting ridge regression
• Boosting With theL₂Loss
• Generalized Additive Modeling with Implicit Variable Selection by Likelihood‐Based Boosting
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Model Selection and Estimation in Regression with Grouped Variables
• On ordinary ridge regression in generalized linear models
• Restricted Estimation of Generalized Linear Models
• Ridge estimation for multinomial logit models with symmetric side constraints
• The composite absolute penalties family for grouped and hierarchical variable selection
• The Group Lasso for Logistic Regression

Cited in

(14)

• Multivariate logit models
• Variable selection in general multinomial logit models
• Selecting amongst multinomial models: an apologia for normalized maximum likelihood
• A classification tree approach for the modeling of competing risks in discrete time
• Bayesian multinomial latent variable modeling for fraud and abuse detection in health insurance
• Using penalized likelihood to select parameters in a random coefficients multinomial logit model
• Model choice for regression models with a categorical response
• Regularization and variable selection in categorical regression analyses.
• Bias-corrected AIC for selecting variables in multinomial logistic regression models
• Proportional odds models with high-dimensional data structure
• Application of multinomial logistic regression to educational factors of the 2009 General Household Survey in South Africa
• Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates
• Regularization methods for high-dimensional data as a tool for seafood traceability
• Multinomial Logit Processes and Preference Discovery: Inside and Outside the Black Box

Describes a project that uses

Uses Software

• UCI
• glmnet

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