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

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。%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.