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Variable Selection in Nonparametric Classification via Measurement Error Model Selection Likelihoods
Using the relationships among ridge regression, LASSO estimation, and measurement error attenuation as motivation, a new measurement-error-model-based approach to variable selection is developed. After describing the approach in the familiar context of linear regression, we apply it to the problem o...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2014
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4066561/ https://ncbi.nlm.nih.gov/pubmed/24976661 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2013.858630 |
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