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Sep 13, 2010 · Abstract:We propose a shrinkage procedure for simultaneous variable selection and estimation in generalized linear models (GLMs) with an ...
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Sep 21, 2011 · We propose a shrinkage procedure for simultaneous variable selection and estimation in generalized linear models (GLMs) with an explicit ...
The LASSO methods are attractive in predictive regressions because they enable researchers to identify pertinent and exclude irrelevant predictors. However, ...
PDF | We propose a shrinkage procedure for simultaneous variable selection and estimation in generalized linear models (GLMs) with an explicit.
A shrinkage procedure for simultaneous variable selection and estimation in generalized linear models (GLMs) with an explicit predictive motivation, ...
The lassogof command reports goodness-of-fit statistics. We specify option postselection to compare predictions based on the postselection coefficients instead ...
Oct 16, 2014 · In prognostic studies, the lasso technique is attractive since it improves the quality of predictions by shrinking regression coefficients, ...
The lasso method assumes that the coefficients of the linear model are sparse, meaning that few of them are non-zero. It was originally introduced in geophysics ...
Oct 7, 2018 · This new finding motivates a novel post-selection adaptive LASSO, which we call the twin adaptive LASSO (TAlasso), to restore variable selection ...