Logistic模型中参数的自适应Lasso估计

The adaptive Lasso for Logistic regression models

目的研究Logistic模型的参数估计。方法在L1罚中引用一个自适应的权,即自适应Las-so方法。结果自适应Lasso方法对Logistic模型同时进行了模型选择和参数估计。结论在一定的正则条件下,Logistic模型的自适应Lasso估计是满足Oracle性质的。

Aim To estimate the parameters in the Logistic model. Methods Adaptive weights are used in the LI penalty, which is adaptive Lasso. Results The adaptive Lasso selects variables and estimates parameters simulta- neously for the Logistic model. Conclusion Under certain regular conditions, the adaptive Lasso enjoys the oracle properties.