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Consistent Estimation of Generalized Linear Models with High Dimensional Predictors via Stepwise Regression

Predictive models play a central role in decision making. Penalized regression approaches, such as least absolute shrinkage and selection operator (LASSO), have been widely used to construct predictive models and explain the impacts of the selected predictors, but the estimates are typically biased....

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Bibliografske podrobnosti
izdano v:Entropy (Basel)
Main Authors: Pijyan, Alex, Zheng, Qi, Hong, Hyokyoung G., Li, Yi
Format: Artigo
Jezik:Inglês
Izdano: MDPI 2020
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC7597260/
https://ncbi.nlm.nih.gov/pubmed/33286734
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22090965
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