Reproduction materials: A closed-form goodness-of-fit reference for penalised logistic regression in the proportional regime
Résumé fourni par la source
Code, simulation output and manuscript sources for the paper A closed-form goodness-of-fit reference for penalised logistic regression in the proportional regime. The paper gives an analytic reference for the shrinkage-corrected grouped goodness-of-fit statistics, so that they can be used without a bootstrap. The archive holds the reference implementation, one script per experiment, every per-replication and summary result file behind the tables and figures, and the sources of the manuscript and its supplement. The README gives the command that produces each table. The method is released as calm.gof() in the R package ebrahim.gof; the bootstrap comparator of the companion paper is shrink.gof() in the same package.
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