Related papers: Firth's logistic regression with rare events: accu…
Logistic regression models for binomial responses are routinely used in statistical practice. However, the maximum likelihood estimate may not exist due to data separability. We address this issue by considering a conjugate prior penalty…
In logistic regression modeling, Firth's modified estimator is widely used to address the issue of data separation, which results in the nonexistence of the maximum likelihood estimate. Firth's modified estimator can be formulated as a…
Firth (1993, Biometrika) shows that the maximum Jeffreys' prior penalized likelihood estimator in logistic regression has asymptotic bias decreasing with the square of the number of observations when the number of parameters is fixed, which…
In this work, we introduce a modified (rescaled) likelihood for imbalanced logistic regression. This new approach makes easier the use of exponential priors and the computation of lasso regularization path. Precisely, we study a limiting…
Learning accurate classifiers for novel categories from very few examples, known as few-shot image classification, is a challenging task in statistical machine learning and computer vision. The performance in few-shot classification suffers…
Inference for high-dimensional logistic regression models using penalized methods has been a challenging research problem. As an illustration, a major difficulty is the significant bias of the Lasso estimator, which limits its direct…
When developing risk prediction models, shrinkage methods are recommended, especially when the sample size is limited. Several earlier studies have shown that the shrinkage of model coefficients can reduce overfitting of the prediction…
For finite samples with binary outcomes penalized logistic regression such as ridge logistic regression (RR) has the potential of achieving smaller mean squared errors (MSE) of coefficients and predictions than maximum likelihood…
Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…
Maximum likelihood estimation in logistic regression with mixed effects is known to often result in estimates on the boundary of the parameter space. Such estimates, which include infinite values for fixed effects and singular or infinite…
Logistic regression is the most commonly used method for constructing predictive models for binary responses. One significant drawback to this approach, however, is that the asymptotes of the logistic response function are fixed at 0 and 1,…
The widespread use of maximum Jeffreys'-prior penalized likelihood in binomial-response generalized linear models, and in logistic regression, in particular, are supported by the results of Kosmidis and Firth (2021, Biometrika), who show…
In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…
In clinical prediction modeling, model updating refers to the practice of modifying a prediction model before it is used in a new setting. In the context of logistic regression for a binary outcome, one of the simplest updating methods is a…
Positive and unlabelled learning is an important problem which arises naturally in many applications. The significant limitation of almost all existing methods lies in assuming that the propensity score function is constant (SCAR…
Logistic regression is a standard method in multivariate analysis for binary outcome data in epidemiological and clinical studies; however, the resultant odds-ratio estimates fail to provide directly interpretable effect measures. The…
Logistic regression is a fundamental and widely used statistical method for modeling binary outcomes based on covariates. However, the presence of missing data, particularly in settings involving hybrid covariates (a mix of discrete and…
Bivariate ordered logistic models (BOLMs) are appealing to jointly model the marginal distribution of two ordered responses and their association, given a set of covariates. When the number of categories of the responses increases, the…
Recently, there has been significant interest in linear regression in the situation where predictors and responses are not observed in matching pairs corresponding to the same statistical unit as a consequence of separate data collection…
Propensity score methods are widely used for estimating treatment effects from observational studies. A popular approach is to estimate propensity scores by maximum likelihood based on logistic regression, and then apply inverse probability…