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To tune or not to tune, a case study of ridge logistic regression in small or sparse datasets

BACKGROUND: For finite samples with binary outcomes penalized logistic regression such as ridge logistic regression has the potential of achieving smaller mean squared errors (MSE) of coefficients and predictions than maximum likelihood estimation. There is evidence, however, that ridge logistic reg...

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Detalles Bibliográficos
Autores principales: Šinkovec, Hana, Heinze, Georg, Blagus, Rok, Geroldinger, Angelika
Formato: Online Artículo Texto
Lenguaje:English
Publicado: BioMed Central 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8482588/
https://www.ncbi.nlm.nih.gov/pubmed/34592945
http://dx.doi.org/10.1186/s12874-021-01374-y