likelihhod function.

  1. S

    What are the differences between group bridge, composite MCP, and group exponential lasso methods?

    In the context of variable selection, do these methods minimize the same partial likelihood function? And do these methods use the same type of cross-validation for the choice of the shrinkage parameter? Thank you for taking the time to read my questions and provide your helpful answers.
  2. S

    Compound Distribution Hyper-Parameters

    Hi, If a compound distribution is made up of a gamma dist with parameters (a,b), and b is gamma-distributed so that its parameters are (c,d), such that I have a compound distribution -> f(a,c,d) (i.e. b has been marginalised out). My question is: If I am using the log-likelihood of the...
  3. M

    How affects Multicollinearity to likelihood function in logistic regression

    Hello, I'm trying to select the best covariates in a logistic regression model by a forward stepwise method based on conditional likelihood ratio test. Everybody know that multicollinearity affects the parameters estimation but, does anybody know how multicollinearity affects the likelihood...