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中国工业与应用数学学会会刊
主管：中华人民共和国教育部
主办：西安交通大学
ISSN 1005-3085  CN 61-1269/O1
工程数学学报

工程数学学报 ›› 2015, Vol. 32 ›› Issue (5): 759-771.doi: 10.3969/j.issn.1005-3085.2015.05.013

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Adaptive Elastic Net方法在Logistic回归模型中的应用(英)

李春红1,   黄登香1,   戴洪帅2   

  1. 1- 广西大学数学与信息科学学院，南宁 530004
    2- 山东财经大学统计学院，济南 250014
  • 收稿日期:2013-09-09 接受日期:2014-12-02 出版日期:2015-10-15 发布日期:2015-12-15
  • 基金资助:
    国家自然科学基金 (11361007)；广西自然科学基金项目 (2012GXNSFBA053010; 2014gxnsfca118001)；山东财经大学杰出青年学者培养项目.

Applications of Adaptive Elastic Net Procedure for Logistic Regression Model

LI Chun-hong1,   HUANG Deng-xiang1,   DAI Hong-shuai2   

  1. 1- School of Mathematics and Information Sciences, Guangxi University, Nanning 530004
    2- School of Statistics, Shandong University of Finance and Economics, Jinan 250014
  • Received:2013-09-09 Accepted:2014-12-02 Online:2015-10-15 Published:2015-12-15
  • Supported by:
    The National Natural Science Foundation of China (11361007); the Natural Science Foundation of Guangxi (2012GXNSFBA053010; 2014GXNSFCA118001); the Project for Fostering Distininguished Youth Scholars of Shandong University of Finance and Economics. 

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摘要： 本文将adaptive Elastic Net方法应用于Logistic回归模型，研究并证明其具有Oracle性质，并利用数值模拟及实际例子将其与Lasso、adaptive Lasso、Elastic Net方法的估计结果进行比较，从结果可以看出，adaptive Elastic Net方法效果更优．

关键词: Elastic Net, adaptive Lasso, adaptive Elastic Net, Logistic对数线性模型, Oracle性质

Abstract:

In this paper, we consider the adaptive Elastic Net procedure for the Logistic reg-ression model and prove the Oracle property of its estimates. Compared with the Lasso, the adaptive Lasso and the Elastic Net procedure, we obtain that the proposed procedure has good performance, owing to the Oracle property.

Key words: Elastic Net, adaptive Elastic Net, adaptive Lasso, Logistic regression model, Oracle property

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