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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...

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Detalhes bibliográficos
Publicado no:J Am Stat Assoc
Main Authors: Li, Yang, Liu, Jun S.
Formato: Artigo
Idioma:Inglês
Publicado em: 2018
Assuntos:
Acesso em linha: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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