Bounded-memory adjusted scores estimation in generalized linear models with large data sets

DOI10.1007/s11222-024-10447-zzbMath1542.6203MaRDI QIDQ6581674

Patrick Zietkiewicz, Ioannis Kosmidis

Publication date: 31 July 2024

Published in: Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

iteratively reweighted least squaresdata separationincremental QR decompositionJeffreys'-prior penaltymean bias reduction

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Cites Work

• Mean and median bias reduction in generalized linear models
• The phase transition for the existence of the maximum likelihood estimate in high-dimensional logistic regression
• A comparison of optimization solvers for log binomial regression including conic programming
• On the existence of maximum likelihood estimates in logistic regression models
• On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
• Bias reduction of maximum likelihood estimates
• A modern maximum-likelihood theory for high-dimensional logistic regression
• Jeffreys-prior penalty, finiteness and shrinkage in binomial-response generalized linear models
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