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Table 4 Estimated regression coefficients for nine predictors of dependence in daily activities obtained from a subsample of size N = 275 by applying various versions of tuned ridge regression, ridge regression based on informative priors (IP), ridge regression based on weakly informative priors (WP) or Firth’s logistic regression with intercept-correction (FLIC). Tuning criteria: D deviance, GCV, generalized cross-validation, CE, classification error, RCV50, repeated 10-fold cross-validated deviance with θ = 0.5, RCV95, repeated 10-fold cross-validated deviance with θ = 0.95, AIC, Akaike’s information criterion. Calibration slopes were calculated on a validation dataset of size N = 1539

From: To tune or not to tune, a case study of ridge logistic regression in small or sparse datasets

Method

Estimated coefficients

Calibration slope

 

\( {\hat{\beta}}_0 \)

\( {\hat{\beta}}_{\mathrm{age}} \)

\( {\hat{\beta}}_{\mathrm{sex}} \)

\( {\hat{\beta}}_{\mathrm{BMI}} \)

\( {\hat{\beta}}_{\mathrm{APGAR}} \)

\( {\hat{\beta}}_{\mathrm{CD}} \)

\( {\hat{\beta}}_{\mathrm{fall}} \)

\( {\hat{\beta}}_{\mathrm{lonliness}} \)

\( {\hat{\beta}}_{\mathrm{health}} \)

\( {\hat{\beta}}_{\mathrm{pain}} \)

 

D

−4.79

0.05

−0.43

−0.25

1.25

0.57

2

0.04

−0.20

0.11

1.09

GCV

−4.53

0.05

−0.35

−0.22

1.14

0.54

1.90

0.05

−0.18

0.10

1.16

CE

−5.71

0.07

−0.72

−0.36

1.59

0.64

2.25

0.03

−0.25

0.13

0.89

RCV50

−4.85

0.06

−0.45

−0.26

1.27

0.57

2.02

0.04

−0.20

0.11

1.07

RCV95

−4.53

0.05

−0.35

−0.22

1.14

0.54

1.90

0.05

−0.18

0.10

1.16

AIC

−5.59

0.07

−0.69

−0.35

1.55

0.63

2.22

0.03

−0.24

0.13

0.91

IP

−5.33

0.07

−0.61

−0.32

1.46

0.61

2.16

0.03

−0.23

0.12

0.96

WP

−5.89

0.08

−0.78

−0.38

1.65

0.65

2.29

0.02

−0.26

0.14

0.87

FLIC

−5.84

0.07

−0.77

−0.37

1.61

0.60

2.16

0.02

−0.25

0.13

0.91