A New Algorithm in Maximum Likelihood Estimation for Generalized Linear Models
A New Algorithm in Maximum Likelihood Estimation for Generalized Linear Models
We intrduce a new algorithm for regularized generalized linear models. The regularization procedure is useful,especially because it ,in effect,selects variables according to the amount of penalization on the norm of the coefficients,in a manner less greedy than forward selection/backward deletion. The algorithm efficiently computes solutions along the entire regularization path …