کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146869 957534 2009 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An improved model averaging scheme for logistic regression
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
An improved model averaging scheme for logistic regression
چکیده انگلیسی
Recently, penalized regression methods have attracted much attention in the statistical literature. In this article, we argue that such methods can be improved for the purposes of prediction by utilizing model averaging ideas. We propose a new algorithm that combines penalized regression with model averaging for improved prediction. We also discuss the issue of model selection versus model averaging and propose a diagnostic based on the notion of generalized degrees of freedom. The proposed methods are studied using both simulated and real data.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 100, Issue 8, September 2009, Pages 1670-1681
نویسندگان
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