Regularized (bridge) logistic regression for variable selection based on ROC criterion

DOI10.4310/SII.2009.V2.N4.A10MaRDI QIDQ440156zbMATH OpenFDO

Authors Guo-Liang Tian, Hong-Bin Fang, Zhenqiu Liu, Tan Ming T.

Publication date 18 August 2012

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/SII.2009.V2.N4.A10

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonlinear programming (90C30)

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(5)

• Variable selection in ROC regression
• Group variable selection in cardiopulmonary cerebral resuscitation data for veterinary patients
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
• Regularized receiver operating characteristic-based logistic regression for grouped variable selection with composite criterion
• Logistic average maximum likelihood-centered penalized estimator: a new estimator to better address multicollinearity in Logistic regression

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