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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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| Izdano u: | Biometrics |
|---|---|
| Glavni autori: | , , |
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
2015
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| Teme: | |
| Online pristup: | 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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