Zahid, Faisal; Tutz, Gerhard - In: Advances in Data Analysis and Classification 7 (2013) 4, pp. 393-416
variable selection and fits the multinomial logit model also when predictors are high-dimensional. Since in multi …-category models the effect of one predictor variable is represented by several parameters one has to distinguish between variable … selection and parameter selection. A special feature of the approach is that, in contrast to existing approaches, it selects …