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A Permutation Approach for Selecting the Penalty Parameter in Penalized Model Selection
We describe a simple, computationally effcient, permutation-based procedure for selecting the penalty parameter in LASSO penalized regression. The procedure, permutation selection, is intended for applications where variable selection is the primary focus, and can be applied in a variety of structur...
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| Publicado no: | Biometrics |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2015
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4715654/ https://ncbi.nlm.nih.gov/pubmed/26243050 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/biom.12359 |
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