A simulation based method for assessing the statistical significance of logistic regression models after common variable selection procedures

DOI10.1080/03610918.2016.1230216zbMath1385.62022OpenAlexW2526967658WikidataQ46003861 ScholiaQ46003861MaRDI QIDQ4607377

David A. Elashoff, Tristan R. Grogan

Publication date: 13 March 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1230216

zbMATH Keywords

AUClogistic regressionsimulation studyvariable selectionvalidation methods

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items (3)

Comparative study of L₁ regularized logistic regression methods for variable selection ⋮ Subsampling based variable selection for generalized linear models ⋮ A comparison of model selection methods for prediction in the presence of multiply imputed data

Uses Software

• covTest

Cites Work

• Valid post-selection inference
• A significance test for the lasso
• Best Subsets Logistic Regression
• An Introduction to Categorical Data Analysis
• Finite-sample consistency of combination-based permutation tests with application to repeated measures designs
• A new look at the statistical model identification
• Unnamed Item
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