Fast and approximate exhaustive variable selection for generalised linear models with APES
From MaRDI portal
Publication:5117653
DOI10.1111/ANZS.12276zbMath1440.62290OpenAlexW2995708142MaRDI QIDQ5117653
Samuel Müller, Jean Yh Yang, Garth Tarr, Unnamed Author
Publication date: 26 August 2020
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12276
Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12) Statistical ranking and selection procedures (62F07)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Model selection in linear mixed models
- Best subset selection via a modern optimization lens
- Robust linear least squares regression
- Estimating the dimension of a model
- False discoveries occur early on the Lasso path
- Logistic regression: from art to science
- Statistical Analysis of Financial Data in S-Plus
- Best Subsets Logistic Regression
- Model Selection and Model Averaging
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Regressions by Leaps and Bounds
- Model Selection and Multimodel Inference
- When is the first spurious variable selected by sequential regression procedures?
- Variable selection – A review and recommendations for the practicing statistician
- Greedy forward regression for variable screening
- Bias reduction of maximum likelihood estimates
- Regularization and Variable Selection Via the Elastic Net
- Some Comments on C P
- Strong Rules for Discarding Predictors in Lasso-Type Problems
- Outlier Robust Model Selection in Linear Regression
- A new look at the statistical model identification
This page was built for publication: Fast and approximate exhaustive variable selection for generalised linear models with APES
