VANISH regularization for generalized linear models

Marketers increasingly face modeling situations where the number of independent variables is large and possibly approaching or exceeding the number of observations. In this setting, covariate selection and model estimation present significant challenges to usual methods of inference. These challenge...

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Veröffentlicht in:	Quantitative marketing and economics 2019-12, Vol.17 (4), p.415-437
Hauptverfasser:	Rutz, Oliver J., Sonnier, Garrett P.
Format:	Artikel
Sprache:	eng
Schlagworte:	Business and Management Economic Theory/Quantitative Economics/Mathematical Methods Economics Finance Generalized linear models Insurance Management Marketing Regularization methods Statistics for Business
Online-Zugang:	Volltext
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