Determining the optimal ridge parameter in logistic regression

DOI10.1080/03610918.2019.1626890MaRDI QIDQ5082798zbMATH OpenOpenAlexWikidataFDO

Authors Piyada Phrueksawatnon, Jirawan Jitthavech, Vichit Lorchirachoonkul

Publication date 21 June 2022

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

Full work available at URL https://doi.org/10.1080/03610918.2019.1626890

zbMATH Keywords

bounds of the ridge parameterefficiencylogistic regressionmulticollinearitysimulation

Mathematics Subject Classification ID

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

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Cites work

• Alternative estimators in logistic regression when the data are collinear
• scientific article; zbMATH DE number 1547349 (Why is no real title available?)
• scientific article; zbMATH DE number 3443026 (Why is no real title available?)
• Introduction to linear regression analysis.
• On almost unbiased ridge logistic estimator for the logistic regression model
• Performance of Some New Ridge Regression Estimators
• Rank Correlation and Tests of Significance Involving No Assumption of Normality
• Ridge estimation in logistic regression
• Ridge Estimators in Logistic Regression
• Ridge Regression in Practice
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• Sequential Minimax Search for a Maximum

Cited in

(2)

• A new approach for classifier model selection and tuning using logistic regression and genetic algorithms
• Particle swarm optimization based ridge logistic estimator

Describes a project that uses

Uses Software

• SAS

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