Comparing Variable Selection and Model Averaging Methods for Logistic Regression
逻辑回归中变量选择与模型平均方法的比较
Model uncertainty is a central challenge in statistical models for binary outcomes such as logistic regression, arising when it is unclear which predictors should be included in the model. Many methods have been proposed to address this issue for logistic regression, but their relative performance under realistic conditions remains poorly understood. We therefore conducted a preregistered, simulation-based comparison of 28 established methods for variable selection and…