Applying Penalized Binary Logistic Regression with Correlation Based Elastic Net for Variables Selection

摘要

Reduction of the high dimensional classification using penalized logistic regression is one of the challenges in applying binary logistic regression. The applied penalized method, correlation based elastic penalty (CBEP), was used to overcome the limitation of LASSO and elastic net in variable selection when there are perfect correlation among explanatory variables. The performance of the CBEP was demonstrated through its application in analyzing two well-known high dimensional binary classification data sets. The CBEP provided superior classification performance and variable selection compared with other existing penalized methods. It is a reliable penalized method in binary logistic regression.