Variable Selection In Categorical Regression Models. Theory And Applications

      Аннотация: This book covers some popular as well as new techniques of variable selection in categorical regression analysis. Categorical regression analysis is one of the most popular statistical techniques in social and behavioral sciences. The predictive performance of regression depends on the choice of the right predictor variables. This book presents step by step approach for selecting correct predictor variables for achieving high prediction accuracy in presence of categorical variables.

Ключевые слова: regression, Categorical variable, Variable Selection, Lasso