Determining the optimal ridge parameter in logistic regression

DOI10.1080/03610918.2019.1626890zbMath1497.62199OpenAlexW2952209383WikidataQ127774953 ScholiaQ127774953MaRDI QIDQ5082798

Jirawan Jitthavech, Vichit Lorchirachoonkul, Piyada Phrueksawatnon

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

simulationefficiencylogistic regressionmulticollinearitybounds of the ridge parameter

Mathematics Subject Classification ID

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

Uses Software

• SAS

Cites Work

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