Model Selection in a Regression Setting with Missing Covariate Data Niel Hens joint work withData, Missing Covariate
2. Can different optimalities be attained simultaneously by a powerful learning procedure? In this talk, I will give a glimpse of some foundational theories on model selection for optimal regression learning. First, we will under...
2007. A note on model selection in (time series) regression models-- general-to-specific or specific-to-general? Working Paper No. 09/2007, Department of Economics, Christian-Albrechts-Univesit¨at Kiel.A note on model selection in (time series) regression models - General-to-specific or ...
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 appr... LA Stefanski,Y Wu,K White - 《Journal of the...
Instead of selecting factors by stepwise backward elimination, we focus on the accuracy of estimation and consider extensions of the lasso, the LARS algorithm and the non-negative garrotte for factor selection. The lasso, the LARS algorithm and the non-negative garrotte are recently proposed ...
我院在读博士生彭镜夫在《Journal of Econometrics》发表论文。该研究主要在嵌套模型框架下,对模型平均和模型选择的最优风险进行比较,从而说明模型平均方法在回归函数估计上相较于模型选择的优势。 论文题目 On improvability of model selection by model averaging ...
Model selection and estimation in regression with grouped variables[9]. Ming Yuan, Yi Lin.Journal of the Royal Statistical Society Series B, 2005. 2.10 径向基网络 (Radical Basis Function Network) 径向基函数(RBF)是多维空间插值的传统技术,取值仅仅依赖于离原点距离的实值函数,以网络的中心点为基准,根...
methodin factorselectionproblems.Westudythesimilaritiesandthedifferencesbetweenthesemethods. Simulationsandrealexamplesareusedtoillustratethemethods. Keywords:Analysisofvariance;Lasso;Leastangleregression;Non-negativegarrotte; Piecewiselinearsolutionpath 1.Introduction Inmanyregressionproblemsweareinterestedinfinding...
1095 November 9, 2004 Model Selection and Estimation in Regression with Grouped Variables1 Ming Yuan2 and Yi Lin3 Key words: ANOVA, LASSO, LARS, Nonnegative Garrote, Piecewise linear solution path. 1 2 This work was supported in part by National Science Foundation grant DMS-0134987. Email: ...
We address the issue of model selection in beta regressions with varying dispersion. The model consists of two submodels, namely: for the mean and for the dispersion. Our focus is on the selection of the covariates for each submodel. Our Monte Carlo evidence reveals that the joint selection ...