Application of Shrinkage Techniques in Logistic Regression Analysis: A Case Study
DOI10.1111/1467-9574.00157zbMATH Open1075.62651OpenAlexW2113540946MaRDI QIDQ4469520FDOQ4469520
Authors: Ewout W. Steyerberg, M. J. C. Eijkemans, J. Dik F. Habbema
Publication date: 15 June 2004
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9574.00157
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Cited In (6)
- Asymptotically optimal shrinkage estimates for non-normal data
- Mean squared error of ridge estimators in logistic regression
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
- Penalized regression methods with modified cross-validation and bootstrap tuning produce better prediction models
- Confidence intervals of prediction accuracy measures for multivariable prediction models based on the bootstrap-based optimism correction methods
- The practical utility of incorporating model selection uncertainty into prognostic models for survival data
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