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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...
Autores principales: | Šinkovec, Hana, Heinze, Georg, Blagus, Rok, Geroldinger, Angelika |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
BioMed Central
2021
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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 |
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