scholarly journals Robust variable selection in the logistic regression model

Author(s):  
Yunlu JIANG ◽  
Zhang JİANTAO ◽  
Huang MEİLAN
2021 ◽  
Vol 26 (5) ◽  
pp. 44-57
Author(s):  
Zainab Sami ◽  
Taha Alshaybawee

Lasso variable selection is an attractive approach to improve the prediction accuracy. Bayesian lasso approach is suggested to estimate and select the important variables for single index logistic regression model. Laplace distribution is set as prior to the coefficients vector and prior to the unknown link function (Gaussian process). A hierarchical Bayesian lasso semiparametric logistic regression model is constructed and MCMC algorithm is adopted for posterior inference. To evaluate the performance of the proposed method BSLLR is through comparing it to three existing methods BLR, BPR and BBQR. Simulation examples and numerical data are to be considered. The results indicate that the proposed method get the smallest bias, SD, MSE and MAE in simulation and real data. The proposed method BSLLR performs better than other methods. 


2018 ◽  
Vol 6 (3) ◽  
pp. 45-45 ◽  
Author(s):  
Zhongheng Zhang ◽  
Victor Trevino ◽  
Sayed Shahabuddin Hoseini ◽  
Smaranda Belciug ◽  
Arumugam Manivanna Boopathi ◽  
...  

2015 ◽  
Vol 24 (4) ◽  
pp. 813-817 ◽  
Author(s):  
Shangli Zhang ◽  
Ying Lu ◽  
Lili Zhang ◽  
Baigen Cai ◽  
Kuanmin Qiu

Sign in / Sign up

Export Citation Format

Share Document