Variable selection of Poisson regression models based on DP algorithm
Using the existed DP algorithm,we optimize the likelihood function of the Poisson regression model to estimate the parameters of the model.According to the four penalty likelihood functions of the Lasso,Adaptive Lasso,SCAD and MCP,we use the DP algorithm to solve the optimization.AIC and BIC information criteria are used to select the penalty parameters.Simulation studies are conducted to verify the feasibility of the DP algorithm.Under Various indicators,the DP algorithm is compared with the existed related algorithms.
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