An easy-to-implement hierarchical standardization for variable selection under strong heredity constraint

DOI10.1007/S42519-020-00102-XMaRDI QIDQ777839zbMATH OpenOpenAlexWikidataFDO

Authors Kedong Chen, William Li, Sijian Wang

Publication date 7 July 2020

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.09225, https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7416876

zbMATH Keywords

variable selectionhierarchical structurehereditymarginalityhierarchical standardization

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Interaction screening for ultrahigh-dimensional data
• Least angle regression. (With discussion)
• Likelihood-based selection and sharp parameter estimation
• Nearly unbiased variable selection under minimax concave penalty
• Structured variable selection and estimation
• The Adaptive Lasso and Its Oracle Properties
• The composite absolute penalties family for grouped and hierarchical variable selection
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection with the strong heredity constraint and its oracle property

Describes a project that uses

Uses Software

• glmnet

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