Multinomial logistic regression algorithm

DOI10.1007/BF00048682zbMath0763.62038OpenAlexW1522547150MaRDI QIDQ1206647

Dankmar Boehning

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00048682

zbMATH Keywords

monotonicityKronecker productNewton-Raphson iterationLoewner orderingmultinomial logistic regression modelglobal lower boundlower bound principlemonotonically converging sequence of iteratessecond derivative matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• Monotonicity of quadratic-approximation algorithms
• A note on the matrix ordering of special C-matrices
• Likelihood inference for mixtures: Geometrical and other constructions of monotone step-length algorithms

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