The lower bound method in probit regression.

DOI10.1016/S0167-9473(98)00094-2zbMath1042.62577OpenAlexW1974926653WikidataQ128024458 ScholiaQ128024458MaRDI QIDQ1285476

Dankmar Boehning

Publication date: 28 April 1999

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(98)00094-2

zbMATH Keywords

Generalized linear modelLower bound methodProbit link function and probit regressionQuadratic approximation of log-likelihood

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Related Items

Sparse logistic principal components analysis for binary data ⋮ Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter ⋮ Functional gradient ascent for probit regression ⋮ Principal component analysis of binary data by iterated singular value decomposition

Cites Work

• Monotonicity of quadratic-approximation algorithms
• Multinomial logistic regression algorithm
• Likelihood inference for mixtures: Geometrical and other constructions of monotone step-length algorithms
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