Linear regression with special coefficient features attained via parameterization in exponential, logistic, and multinomial-logit forms

DOI10.1016/J.MCM.2008.11.013MaRDI QIDQ2390171zbMATH OpenOpenAlexFDO

Authors Stan Lipovetsky

Publication date 21 July 2009

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mcm.2008.11.013

zbMATH Keywords

multiple regression modelmultinomial parameterizationpredictors' impact

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of mathematical programming (90C90)

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Cites work

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• Analysis of regression in game theory approach
• Dual‐ and triple‐mode matrix approximation and regression modelling
• Least angle regression. (With discussion)
• Linear Statistical Inference and its Applications
• Multiobjective regression modification for collinearity
• PCA and SVD with nonnegative loadings
• Pattern recognition and machine learning.
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• The elements of statistical learning. Data mining, inference, and prediction
• Two-parameter ridge regression and its convergence to the eventual pairwise model

Cited in

(9)

• Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices
• \(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models
• Systemic decision making in AHP: a Bayesian approach
• Enhanced ridge regressions
• Finding cluster centers and sizes via multinomial parameterization
• MANOVA, LDA, and FA criteria in clusters parameter estimation
• Double logistic curve in regression modeling
• Predictor relative importance and matching regression parameters
• Conditional and multinomial logits as binary logit regressions

Describes a project that uses

Uses Software

• alr3
• ElemStatLearn
• PRMLT

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