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Simultaneous regression shrinkage, variable selection and clustering of predictors with OSCAR

In this paper, a new method called the OSCAR (Octagonal Shrinkage and Clustering Algorithm for Regression) is proposed to simultaneously select variables and perform supervised clustering in the context of linear regression. The technique is based on penalized least squares with a geometrically intu...

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Detalhes bibliográficos
Main Authors: Bondell, Howard D., Reich, Brian J.
Formato: Artigo
Idioma:Inglês
Publicado em: 2007
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC2605279/
https://ncbi.nlm.nih.gov/pubmed/17608783
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/j.1541-0420.2007.00843.x
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