An active set algorithm to estimate parameters in generalized linear models with ordered predictors

Computational Statistics and Data Analysis

Volumn 54, Issue 6, 2010, Pages 1442-1456

  Rufibach, Kaspar ^a  

^a UNIVERSITY OF ZURICH   (Switzerland)

Author keywords

Active set algorithm; Constrained estimation; Cox regression; Least squares; Likelihood ratio test under linear constraints; Logistic regression; Ordered explanatory variable

Indexed keywords

ACTIVE SETS; CONSTRAINED ESTIMATION; COX REGRESSION; EXPLANATORY VARIABLES; LEAST SQUARE; LIKELIHOOD RATIO TESTS; LINEAR CONSTRAINTS; LOGISTIC REGRESSIONS;

ESTIMATION; MAXIMUM LIKELIHOOD ESTIMATION; REGRESSION ANALYSIS;

ALGORITHMS;

EID: 77249142247     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.01.014     Document Type: Article

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