Sparse modeling of categorial explanatory variables

DOI10.1214/10-AOAS355zbMath1220.62092arXiv1101.1421MaRDI QIDQ542985

Gerhard Tutz, Jan Gertheiss

Publication date: 20 June 2011

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.1421

zbMATH Keywords

fused lassocategorial predictorsordinal predictorsrent standardvariable fusion

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to social sciences (62P25) Applications of mathematical programming (90C90)

Related Items (27)

Extended ordered paired comparison models with application to football data from German Bundesliga ⋮ Group variable selection in cardiopulmonary cerebral resuscitation data for veterinary patients ⋮ Homogeneity detection for the high-dimensional generalized linear model ⋮ Supervised dimension reduction for ordinal predictors ⋮ Sparse regression with multi-type regularized feature modeling ⋮ A uniform framework for the combination of penalties in generalized structured models ⋮ Modelling Clustered Heterogeneity: Fixed Effects, Random Effects and Mixtures ⋮ Handling categorical features with many levels using a product partition model ⋮ Sparsity with sign-coherent groups of variables via the cooperative-Lasso ⋮ Sparse least trimmed squares regression for analyzing high-dimensional large data sets ⋮ Testing linearity and relevance of ordinal predictors ⋮ Unnamed Item ⋮ Effect fusion using model-based clustering ⋮ Bayesian effect fusion for categorical predictors ⋮ Sparse regression for large data sets with outliers ⋮ Factor Selection and Structural Identification in the Interaction ANOVA Model ⋮ Delete or merge regressors for linear model selection ⋮ Tree-structured modelling of categorical predictors in generalized additive regression ⋮ Tree-Structured Clustering in Fixed Effects Models ⋮ The ranking lasso and its application to sport tournaments ⋮ Regularization and model selection with categorical predictors and effect modifiers in generalized linear models ⋮ Selection and Fusion of Categorical Predictors with L0-Type Penalties ⋮ Fused least absolute shrinkage and selection operator for credit scoring ⋮ Subject-specific modelling of paired comparison data: A lasso-type penalty approach ⋮ Lasso-type penalization in the framework of generalized additive models for location, scale and shape ⋮ Rating scales as predictors -- the old question of scale level and some answers ⋮ Pattern recovery and signal denoising by SLOPE when the design matrix is orthogonal

Uses Software

• R
• BayesX
• Kernlab
• grplasso
• CasANOVA

Cites Work

• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Relaxed Lasso
• Least angle regression. (With discussion)
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Simultaneous Factor Selection and Collapsing Levels in ANOVA
• The Group Lasso for Logistic Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Boosting With theL₂Loss
• Sparsity and Smoothness Via the Fused Lasso
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables

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