islasso (Q113946): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI software profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 18:56, 12 March 2024
The Induced Smoothed Lasso
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | islasso |
The Induced Smoothed Lasso |
Statements
23 January 2024
0 references
An implementation of the induced smoothing (IS) idea to lasso regularization models to allow estimation and inference on the model coefficients (currently hypothesis testing only). Linear, logistic, Poisson and gamma regressions with several link functions are implemented. The algorithm is described in the original paper; see <doi:10.1177/0962280219842890> and discussed in a tutorial <doi:10.13140/RG.2.2.16360.11521>.
0 references
expanded from: GPL (≥ 2) (English)
0 references
