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Robust Variable and Interaction Selection for Logistic Regression and General Index Models
Under the logistic regression framework, we propose a forward-backward method, SODA, for variable selection with both main and quadratic interaction terms. In the forward stage, SODA adds in predictors that have significant overall effects, whereas in the backward stage SODA removes unimportant term...
Guardat en:
| Publicat a: | J Am Stat Assoc |
|---|---|
| Autors principals: | , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
2018
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7451675/ https://ncbi.nlm.nih.gov/pubmed/32863479 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2017.1401541 |
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