标题： 多项逻辑回归中的自动响应类别组合 显示英文标题

标题： Automatic Response Category Combination in Multinomial Logistic Regression

摘要： 我们提出了一种惩罚似然方法，该方法同时拟合了多项逻辑回归模型并结合了响应类别的子集。当优化变量中的两列相等时，惩罚项是非可微的。这鼓励估计量中这些列的成对相等性，这对应于响应类别的组合。我们使用乘数交替方向法来计算估计量，并讨论了算法的收敛性。预测和模型选择也得到了解决。 显示英文摘要

摘要： We propose a penalized likelihood method that simultaneously fits the multinomial logistic regression model and combines subsets of the response categories. The penalty is non differentiable when pairs of columns in the optimization variable are equal. This encourages pairwise equality of these columns in the estimator, which corresponds to response category combination. We use an alternating direction method of multipliers algorithm to compute the estimator and we discuss the algorithm's convergence. Prediction and model selection are also addressed.