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Variable selection for semiparametric regression models with iterated penalization
Semiparametric regression models with multiple covariates are commonly encountered. When there are covariates not associated with response variable, variable selection may lead to sparser models, more lucid interpretations and more accurate estimation. In this study, we adopt a sieve approach for th...
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| Main Authors: | , |
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| Format: | Artigo |
| Language: | Inglês |
| Published: |
2012
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| Subjects: | |
| Online Access: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3367330/ https://ncbi.nlm.nih.gov/pubmed/22685376 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10485252.2012.661054 |
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