Information theoretic criterion approach to dimensionality reduction in multinomial logistic regression models. part i: theory

DOI10.1080/03610928908830024MaRDI QIDQ3473229zbMATH OpenOpenAlexFDO

Authors N. Sambamoorthi

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908830024

zbMATH Keywords

Akaike information criterioncollapsibility of responsesmaximum likelihood estimationmodel selectionqualitative responsesrank estimationselection of variablesstrong consistency

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A new look at the statistical model identification
• Cox's regression model for counting processes: A large sample study
• Estimating the dimension of a model
• scientific article; zbMATH DE number 3318338 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
• On detection of the number of signals in presence of white noise
• On the choice of a model to fit data from an exponential family

Cited in

(5)

• Information Theoretic Criterion Approach to Dimensionality Reduction in Multinomial Logistic Regression Models: Part II: Some Simulations¹
• scientific article; zbMATH DE number 2119842 (Why is no real title available?)
• A validated information criterion to determine the structural dimension in dimension reduction models
• Dimension reduction in multivariate analysis using maximum entropy criterion
• Simultaneous Dimension Reduction and Variable Selection for Multinomial Logistic Regression

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