An active set algorithm to estimate parameters in generalized linear models with ordered predictors

DOI10.1016/j.csda.2010.01.014zbMath1284.62466arXiv0902.0240OpenAlexW2004192384WikidataQ61810941 ScholiaQ61810941MaRDI QIDQ2445594

Kaspar Rufibach

Publication date: 14 April 2014

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

Full work available at URL: https://arxiv.org/abs/0902.0240

zbMATH Keywords

least-squareslogistic regressionCox regressionconstrained estimationactive set algorithmlikelihood ratio test under linear constraintsordered explanatory variable

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Related Items (6)

Pool adjacent violators algorithm–assisted learning with application on estimating optimal individualized treatment regimes ⋮ Sparsity with sign-coherent groups of variables via the cooperative-Lasso ⋮ ANOVA for factors with ordered levels ⋮ A constrained regression model for an ordinal response with ordinal predictors ⋮ A Generic Path Algorithm for Regularized Statistical Estimation ⋮ Rating scales as predictors -- the old question of scale level and some answers

Uses Software

• R
• logcondens
• OrdFacReg

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