Penalized multimodal mixture logit model (Q626262)
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scientific article; zbMATH DE number 5855614
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized multimodal mixture logit model |
scientific article; zbMATH DE number 5855614 |
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Penalized multimodal mixture logit model (English)
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22 February 2011
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A classification problem is considered where the observed classes are mixtures of some subclasses. The multinomial logit model is used to model the dependence between subclasses labels and predictors. A version of the EM algorithm is proposed for fitting the resulting mixture model. This algorithm maximizes a penalized log-likelihood, helping to avoid the overfitting problem. Results of simulations and applications to medical data are presented.
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EM algorithm
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penalized maximum likelihood estimation
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classification
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