Regularization and variable selection in categorical regression analyses.

MaRDI QIDQ3094965zbMATH OpenFDO

Authors Faisal Maqbool Zahid

Publication date 27 October 2011

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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• Multinomial logit models with implicit variable selection
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Cited in

(14)

• Ridge estimation for multinomial logit models with symmetric side constraints
• Model selection and parameter estimation of a multinomial logistic regression model
• Regularization and model selection with categorial effect modifiers
• Generalized orthogonal components regression for high dimensional generalized linear models
• Proportional odds models with high-dimensional data structure
• Multinomial logit models with implicit variable selection
• Response shrinkage estimation in multinomial logit models
• ROS regression: integrating regularization with optimal scaling regression
• Sparse modeling of categorial explanatory variables
• Ordinal ridge regression with categorical predictors
• Model choice for regression models with a categorical response
• scientific article; zbMATH DE number 2176670 (Why is no real title available?)
• Regularized proportional odds models
• Variable selection in general multinomial logit models

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