The lower bound method in probit regression.

DOI10.1016/S0167-9473(98)00094-2MaRDI QIDQ1285476zbMATH OpenOpenAlexWikidataFDO

Authors Dankmar Böhning

Publication date 28 April 1999

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(98)00094-2

zbMATH Keywords

Generalized linear modelLower bound methodProbit link function and probit regressionQuadratic approximation of log-likelihood

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 549933 (Why is no real title available?)
• Likelihood inference for mixtures: Geometrical and other constructions of monotone step-length algorithms
• Monotonic algorithms for maximum likelihood estimation in generalized linear models
• Monotonicity of quadratic-approximation algorithms
• Multinomial logistic regression algorithm

Cited in

(7)

• Principal component analysis of binary data by iterated singular value decomposition
• Convexity of probit weights
• Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter
• Quadratic lower-bound algorithm for maximum likelihood estimator of logistic regression on parameter and its application
• Functional gradient ascent for probit regression
• Sparse logistic principal components analysis for binary data
• Multinomial logistic regression algorithm

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