Robust variable selection in the logistic regression model

Yunlu JIANG; Jianto ZHANG; Yingqiang HUANG; Hang ZOU; Meilan HUANG; Fanhong CHEN

doi:https://doi.org/10.15672/hujms.810383

Makale detayları

Robust variable selection in the logistic regression model

Yazarlar:

Yunlu JIANG | Jianto ZHANG | Yingqiang HUANG | Hang ZOU | Meilan HUANG | Fanhong CHEN

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2021 Vol.50 Issue 5, pp.1572-1582

Belge Tipi:

Makale

Yayın Tarihi:

10/2021

Belge Dili:

İngilizce

Document ID (Org No.):

2000450534

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

DOI:

https://doi.org/10.15672/hujms.810383

Özet:

 

In this paper, we proposed an adaptive robust variable selection procedure for the logistic regression model. The proposed method is robust to outliers and considers the goodness-of-fit of the regression model. Furthermore, we apply an MM algorithm to solve the proposed optimization problem. Monte Carlo studies are evaluated the finite-sample performance of the proposed method. The results show that when there are outliers in the dataset or the distribution of covariate variable deviates from the normal distribution, the finite-sample performance of the proposed method is better than that of other existing methods.Finally, the proposed methodology is applied to the data analysis of Parkinson's disease.

Makale detayları

Robust variable selection in the logistic regression model

Yazarlar: Yunlu JIANG | Jianto ZHANG | Yingqiang HUANG | Hang ZOU | Meilan HUANG | Fanhong CHEN

Yayıncı: Hacettepe University

Ana Başlıklar: Analiz

Dergi: Hacettepe Journal of Mathematics and Statistics 2021 Vol.50 Issue 5, pp.1572-1582

Belge Tipi: Makale

Yayın Tarihi: 10/2021

Belge Dili: İngilizce

Document ID (Org No.): 2000450534

Sıklık: İki Aylık

eISSN: 2651-477X

pISSN: 2651-477X

DOI: https://doi.org/10.15672/hujms.810383

Sayı

Yazarlar:

Yunlu JIANG | Jianto ZHANG | Yingqiang HUANG | Hang ZOU | Meilan HUANG | Fanhong CHEN

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2021 Vol.50 Issue 5, pp.1572-1582

Belge Tipi:

Makale

Yayın Tarihi:

10/2021

Belge Dili:

İngilizce

Document ID (Org No.):

2000450534

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

DOI:

https://doi.org/10.15672/hujms.810383