Variable selection in logistic regression models through the application of exact mathematical programming

DOI10.37920/SASJ.2020.54.1.6MaRDI QIDQ5151104zbMATH OpenOpenAlexWikidataFDO

Authors S. E. Terblanche

Publication date 16 February 2021

Published in South African Statistical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.37920/sasj.2020.54.1.6

zbMATH Keywords

logistic regressionlinearisationmixed integer linear programmingbest subset selection

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Linear programming (90C05) Mixed integer programming (90C11)

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Cited in

(14)

• An automated exact solution framework towards solving the logistic regression best subset selection problem
• Logistic regression: from art to science
• Optimizing logistic regression coefficients for discrimination and calibration using estimation of distribution algorithms
• Feature subset selection for logistic regression via mixed integer optimization
• Application of a mixed integer nonlinear programming approach to variable selection in logistic regression
• A variable selection method based on Tabu search for logistic regression models
• Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
• Variable Selection in Logistic Regression Models
• A mixed-integer exponential cone programming formulation for feature subset selection in logistic regression
• scientific article; zbMATH DE number 5681736 (Why is no real title available?)
• Piecewise-linear approximation for feature subset selection in a sequential logit model
• Linear model selection -- towards a framework using a mixed integer linear programming approach
• Fast and approximate exhaustive variable selection for generalised linear models with APES
• scientific article; zbMATH DE number 27267 (Why is no real title available?)

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