HRLR-LOGISTIC: A Factor Selection Machine Learning Method Coupled with Binary Logistic Regression

Table 1

Comparison of models over simulated data.

Methods	Number of variables	AIC	BIC
Standard-logistic	35	6257.29	6915.26
HRLR	18	6153.9	6277.74
Lasso	24	6161.14	6324.07
Ridge	26	6255.38	6907.1