WLogit (Q5983473)
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Variable Selection in High-Dimensional Logistic Regression Models using a Whitening Approach
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WLogit |
Variable Selection in High-Dimensional Logistic Regression Models using a Whitening Approach |
Statements
It proposes a novel variable selection approach in classification problem that takes into account the correlations that may exist between the predictors of the design matrix in a high-dimensional logistic model. Our approach consists in rewriting the initial high-dimensional logistic model to remove the correlation between the predictors and in applying the generalized Lasso criterion.
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17 July 2023
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