Bias-corrected AIC for selecting variables in multinomial logistic regression models

DOI10.1016/J.LAA.2012.01.018MaRDI QIDQ414719zbMATH OpenOpenAlexWikidataFDO

Authors Hirokazu Yanagihara, Shinpei Imori, Kenichi Satoh, Ken-Ichi Kamo

Publication date 11 May 2012

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2012.01.018

zbMATH Keywords

variable selectionMLEpartial differential operator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Recommendations

• Bias correction of AIC in logistic regression models
• Bias-corrected AIC for selecting variables in Poisson regression models
• A study on the bias-correction effect of the AIC for selecting variables in normal multivariate linear regression models under model misspecification
• Model selection and parameter estimation of a multinomial logistic regression model
• Variable selection in general multinomial logit models
• Variable selection for multivariate logistic regression models
• Multinomial logit models with implicit variable selection
• A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration
• Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case

Cites work

• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• scientific article; zbMATH DE number 1547349 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 1406069 (Why is no real title available?)
• A new look at the statistical model identification
• Bias correction of AIC in logistic regression models
• Bias-corrected AIC for selecting variables in Poisson regression models
• Information criteria and statistical modeling.
• Invariants and likelihood ratio statistics
• Model Selection and Multimodel Inference
• On Information and Sufficiency
• The bootstrap and Edgeworth expansion

Cited in

(8)

• Simple formula for calculating bias-corrected AIC in generalized linear models
• Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
• Second-order bias-corrected AIC in multivariate normal linear models under non-normality
• A study on the bias-correction effect of the AIC for selecting variables in normal multivariate linear regression models under model misspecification
• Bias correction of AIC in logistic regression models
• An \(\ell_{2,0}\)-norm constrained matrix optimization via extended discrete first-order algorithms
• Bias-corrected AIC for selecting variables in Poisson regression models
• Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case

Describes a project that uses

Uses Software

• R

This page was built for publication: Bias-corrected AIC for selecting variables in multinomial logistic regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q414719)