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20192021
most citedTuning in ridge logistic regression to solve separation

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stat.ME2021

To tune or not to tune, a case study of ridge logistic regression in small or sparse datasets

Hana Šinkovec, Georg Heinze, Rok Blagus +1

For finite samples with binary outcomes penalized logistic regression such as ridge logistic regression (RR) has the potential of achieving smaller mean squared errors (MSE) of coe…