Comparing Stochastic Optimization Methods for Variable Selection in Binary Outcome Prediction, With Application to Health Policy

DOI10.1198/016214508000001048zbMath1286.62065MaRDI QIDQ5414012

Dimitris Fouskakis, David Draper

Publication date: 2 May 2014

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214508000001048

zbMATH Keywords

prediction; simulated annealing; tabu search; Monte Carlo methods; cross-validation; logistic regression; genetic algorithm; variable selection; Bayesian decision theory; input-output analysis; quality of health care; maximization of expected utility; sickness at hospital admission

Mathematics Subject Classification ID

62P10: Applications of statistics to biology and medical sciences; meta analysis

62C10: Bayesian problems; characterization of Bayes procedures

62J12: Generalized linear models (logistic models)

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