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An improved model averaging scheme for logistic regression
Recently, penalized regression methods have attracted much attention in the statistical literature. In this article, we argue that such methods can be improved for the purposes of prediction by utilizing model averaging ideas. We propose a new algorithm that combines penalized regression with model...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2009
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2834220/ https://ncbi.nlm.nih.gov/pubmed/20216921 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmva.2009.01.006 |
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