Multinomial logistic regression algorithm |
| |
Authors: | Dankmar Böhning |
| |
Institution: | (1) Department of Epidemiology, Free University Berlin, Augustastr. 37, 1000 Berlin 45, Germany |
| |
Abstract: | The lower bound principle (introduced in Böhning and Lindsay 1988, Ann. Inst. Statist. Math., 40, 641–663), Böhning (1989, Biometrika, 76, 375–383) consists of replacing the second derivative matrix by a global lower bound in the Loewner ordering. This bound is used in the Newton-Raphson iteration instead of the Hessian matrix leading to a monotonically converging sequence of iterates. Here, we apply this principle to the multinomial logistic regression model, where it becomes specifically attractive.Supplement to Monotonicity of quadratic-approximation algorithms by Böhning and Lindsay (1988). Ann. Inst. Statist. Math., 40, 641–663.This research was supported by the German Research Foundation. |
| |
Keywords: | Kronecker product Loewner ordering lower bound principle monotonicity |
本文献已被 SpringerLink 等数据库收录! |
|