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stat.ML2017
A Cluster Elastic Net for Multivariate Regression
Bradley S. Price, Ben Sherwood
We propose a method for estimating coefficients in multivariate regression when there is a clustering structure to the response variables. The proposed method includes a fusion pen…
stat.ME2017
Automatic Response Category Combination in Multinomial Logistic Regression
Bradley S. Price, Charles J. Geyer, Adam J. Rothman
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 diff…