Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Chinese Journal of Engineering Mathematics

Chinese Journal of Engineering Mathematics ›› 2015, Vol. 32 ›› Issue (5): 759-771.doi: 10.3969/j.issn.1005-3085.2015.05.013

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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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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

CLC Number: