| Logistic回归中的变量选择 |
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| 引用本文： | 白志东 Kris.,PR.Logistic回归中的变量选择[J].中国科学技术大学学报,1991,21(2):137-145. |
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| 作者姓名： | 白志东 Kris. PR |
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| 作者单位： | 中国科学技术大学
(白志东)，美国匹兹堡大学
(P.R.Krishnaiah)，中国科学技术大学(赵林城) |
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| 基金项目： | The reseach is supported by the U.S. Air Force of Scientific Resseach under Contract F49520—85—C—0008. These authors are also supported by National Natural Science Foundation of China. |
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| 摘 要： | 在许多情况中,我们需要对logsitic回归模型中的重要变量进行选择,这适用于预测问题,本文从信息论准则出发提出了一种选择程序,并且证明了这些程序是强相合的。
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| 关 键 词： | 相合性 信息论准则 logistic判决 logistic回归 最大似然 模型选择 |
Variable Selection in Logistic Regression |
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| Bai Zhidong.Variable Selection in Logistic Regression[J].Journal of University of Science and Technology of China,1991,21(2):137-145. |
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| Authors: | Bai Zhidong |
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| Abstract: | In many situation, we are interested in selection of important variables which are adequate for prediction under a logistic regression model. In this paper, some selection procedures based on the information theoretic criteria are proposed, and these procedures are proved to be strongly consistent. |
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| Keywords: | Consistency information theordtic criterion logistic discrimination logistic regression maximum likelihood model selection |
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