Multinomial logistic regression algorithm
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DOI: 10.1007/BF00048682
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References listed on IDEAS
- Dankmar Böhning & Bruce Lindsay, 1988. "Monotonicity of quadratic-approximation algorithms," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(4), pages 641-663, December.
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Cited by:
- Dalmau, Oscar & Alarcón, Teresa E. & González, Graciela, 2015. "Kernel multilogit algorithm for multiclass classification," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 199-206.
- repec:fip:fedcwp:12-19 is not listed on IDEAS
- Bohning, Dankmar, 1999. "The lower bound method in probit regression," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 13-17, March.
- Ambrogi, Federico & Biganzoli, Elia & Boracchi, Patrizia, 2009. "Estimating crude cumulative incidences through multinomial logit regression on discrete cause-specific hazards," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2767-2779, May.
- Tian, Guo-Liang & Tang, Man-Lai & Fang, Hong-Bin & Tan, Ming, 2008. "Efficient methods for estimating constrained parameters with applications to regularized (lasso) logistic regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3528-3542, March.
- Tian, Guo-Liang & Tang, Man-Lai & Liu, Chunling, 2012. "Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter," Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 255-265.
- Jonathan James, 2012. "A tractable estimator for general mixed multinomial logit models," Working Papers (Old Series) 1219, Federal Reserve Bank of Cleveland.
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Keywords
Kronecker product; Loewner ordering; lower bound principle; monotonicity;All these keywords.
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