3
votes
1answer
52 views

Interpreting the lasso coefficients

I have used lasso logistic regression on some data and I have some non zero coefficients for some of the features. I want to know based upon the coefficient values how do I rank the features?
0
votes
0answers
24 views

Choice of 0 or -1 for failure in the independent variables of a logistic regression

I am performing some exploratory analysis on a dataset where the dependent variable is a dichotomous variable. I have ~10 explanatory variables, some of which are dichotomous observations. I am ...
0
votes
1answer
121 views

Steps followed when Binary logistic regression when both dependent and independent variables are binary

I had set of binary variables. To apply logistic regression, I have checked association between dependent and independent variables and considered only those independent variables in the model which ...
0
votes
1answer
183 views

Exploratory Factor Analysis for Binary Logistic Regression Variable Selection

I have a great interest in learning new methods(at least to me) of variable selection in regards to binary logistic regression when I am working with over 500 potential predictor variables and have ...
3
votes
1answer
204 views

Using Mutual Information for Binary Logistic Regression Variable Selection

In addition to proc varclus, randomForest, and assessing multicollinearity among potential predictor variables, I am seeking ...
1
vote
1answer
144 views

Stepwise versus L2 regularized logistic regression: dataset-specific performance

I have two data sets from different collections. The second data set is smaller. They were both analyzed with the same methods in order to derive feature sets of 10-30 features each. Each feature set ...
5
votes
2answers
797 views

Significance of categorical predictor in logistic regression

I am having trouble interpreting the z values for categorical variables in logistic regression. In the example below I have a categorical variable with 3 classes and according to the z value, CLASS2 ...
1
vote
1answer
286 views

Not all Features Selected by GLMNET Considered Signficant by GLM (Logistic Regression)

I wanted to create a predictive model of mortality after patients had undergone a surgical procedure. But I also wanted to avoid doing what most researchers do by first performing univariate analysis ...
3
votes
0answers
270 views

Variable selection / Dataset reduction for large datasets (in R)

I'm working on a behavoural scorecard modelling exercise, and many of the decisions taken to date have been based on the experience of a consulting credit analyst (whose experience software-wise is ...
3
votes
0answers
159 views

Sensible to include ratio as a variable in logistic regression?

I'm creating a generalised linear regression using a binomial link function for two variables A and B. From looking at the data it appears that A/B may have discriminatory effect. Is it sensible to ...
2
votes
0answers
167 views

Procedure for variable selection + logistic regression when n is small, p is large, and data are unbalanced?

I have data that have been collected using case-control procedures, in which the population of positive cases is collected with a random sample of negative cases. This yields 62 positive cases and 179 ...
3
votes
3answers
1k views

Logistic regression performance with high number of predictors

I'm trying to understand the behavior of logistic regression in high dimensional problems (i.e. when you are fitting a logistic regression to data with a high number of predictor variables). Every ...
9
votes
1answer
539 views

Random permutation test for feature selection

I am confused about permutation analysis for feature selection in a logistic regression context. Could you provide a clear explanation of the random permutation test and how does it applies to feature ...
8
votes
3answers
2k views

How to apply LASSO to IRLS (logistic regression)?

I have programmed a logistic regression using the IRLS algorithm. I would like to apply a LASSO penalization in order to automatically select the right features. At each iteration, the following is ...