Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR

DOI10.1111/j.1541-0420.2007.00843.xzbMath1146.62051OpenAlexW2012653948WikidataQ41779347 ScholiaQ41779347MaRDI QIDQ5450461

Brian J. Reich, Howard D. Bondell

Publication date: 20 March 2008

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2605279

zbMATH Keywords

correlation penalization regression variable selection shrinkage supervised clustering Appalachian Mountains soil data predictive group

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics to environmental and related topics (62P12) Applications of mathematical programming (90C90)

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Uses Software

SQOPT

Cites Work

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