Delete or merge regressors for linear model selection

DOI10.1214/15-EJS1050zbMath1323.62025arXiv1505.04008OpenAlexW3101307403MaRDI QIDQ78545

Agnieszka Prochenka, Aleksandra Maj-Kańska, Piotr Pokarowski, Agnieszka Prochenka, Aleksandra Maj-Kańska, Piotr Pokarowski

Publication date: 1 January 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.04008

zbMATH Keywords

consistencyANOVAvariable selectionBIC\(t\)-statisticmerging levels

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical ranking and selection procedures (62F07)

Related Items (4)

Nonconvex fusion penalties for high-dimensional hierarchical categorical variables ⋮ DMR ⋮ DMRnet ⋮ Pattern recovery and signal denoising by SLOPE when the design matrix is orthogonal

Uses Software

• R
• lattice
• MASS (R)
• gvcm.cat
• CasANOVA

Cites Work

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• Sparse modeling of categorial explanatory variables
• One-step sparse estimates in nonconcave penalized likelihood models
• Partitioning datasets based on equalities among parameters
• Least angle regression. (With discussion)
• Extended Bayesian information criteria for model selection with large model spaces
• Simultaneous Factor Selection and Collapsing Levels in ANOVA
• Sparsity and Smoothness Via the Fused Lasso
• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• Consistent Variable Selection in Linear Models

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