Comparative study of L1 regularized logistic regression methods for variable selection

DOI10.1080/03610918.2020.1752379OpenAlexW3016411318MaRDI QIDQ5042097

Angeliki Lappa, M. El Guide, Khalide Jbilou, Christos Koukouvinos

Publication date: 18 October 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1752379

zbMATH Keywords

regularization\(L_1\)-normvariable selectionlogistic regression model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Krylov subspace solvers for ℓ1 regularized logistic regression method

Uses Software

• plsgenomics
• glmnet
• ElemStatLearn

Cites Work

• Least angle regression. (With discussion)
• The Logit Model in Economics
• A simulation based method for assessing the statistical significance of logistic regression models after common variable selection procedures
• Regularization and Variable Selection Via the Elastic Net
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