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Consistent Group Identification and Variable Selection in Regression with Correlated Predictors
Statistical procedures for variable selection have become integral elements in any analysis. Successful procedures are characterized by high predictive accuracy, yielding interpretable models while retaining computational efficiency. Penalized methods that perform coefficient shrinkage have been sho...
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| Hauptverfasser: | , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
2013
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| Schlagworte: | |
| Online Zugang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3678393/ https://ncbi.nlm.nih.gov/pubmed/23772171 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/15533174.2012.707849 |
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