Lasso Penalized Quantile RegressionR. Koenker
Shrinkage estimation of varying covariate effects based on quantile regression Current work on l 1 -penalized quantile regression either does not concern varying covariate effects or may not produce consistent variable selection in the... L Peng,J Xu,N Kutner - 《Statistics & Computing》 被引量:...
模型中的Surv(OS, Death)这里是因变量生存时间、生存状态;penalized=hepatoCellularNoMissing[,23:48] 指模型LASSO筛选的变量是数据中的第23至48列的26个基因位点;standardize=T 是指对数据做标化处理(LASSO的要求,矩阵非奇异);lambda1=10,这里指的筛选初始时lambda的初始取值是10。
Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net To install: the released version from CRAN:install.packages("hqreg") the latest version (requiredevtools):install_github("CY-dev/hqreg") ...
内容提示: 基于sparse group lasso 分位数回归的投资组合策略研究Assets Allocation Strategy Based on Sparse Group LASSO PenalizedQuantile Regression学位申请人 李思琪指 导教师 陈坤学 科专业 应用统计学 位类别 专业学位万方数据 文档格式:PDF | 页数:74 | 浏览次数:46 | 上传日期:2021-11-06 07:34:38 ...
Shrinkage priors for Bayesian penalized regression Sara van Erp, ... Joris Mulder, in Journal of Mathematical Psychology, 2019 Disadvantages of the lasso The popularity of the classical lasso lies in its ability to shrink coefficients to zero, thereby automatically performing variable selection. However...
Linear regression models Quantile regression models And considers the following penalizations for variable selection: No penalized models lasso group lasso sparse group lasso adaptive lasso adaptive group lassso adaptive sparse group lasso Requirements ...
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SCAD-penalized regression in high-dimensional partially linear models. Ann Statist, 2009, 37: 673-696. Google Scholar [24] Li R, Liang H. Variable selection in semiparametricregression model. Ann Statist, 2008, 28: 1356-1378. Google Scholar [25] Liang H, Li R Z. Variable selection ...
2.2. Adaptive Penalized Weighted Quantile Regression Using the adaptive weights ω ˜ i and the M C D -based weights ω ˇ i , we propose an adaptive penalized W Q R variable selection procedure. The W Q R penalization problems culminate from A L A S S O and A E - N E T penalti...