Group variable selection for relative error regression

DOI10.1016/J.JSPI.2016.02.006MaRDI QIDQ282894zbMATH OpenOpenAlexFDO

Authors Xianhui Liu, Yuanyuan Lin, Zhanfeng Wang

Publication date 12 May 2016

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2016.02.006

zbMATH Keywords

group variable selectionadaptive penaltymultiplicative regression modelrelative error

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

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Cites work

• A LASSO-type approach to variable selection and estimation for censored regression model
• A note on adaptive group Lasso
• Adaptive Lasso for Cox's proportional hazards model
• Blockwise sparse regression
• Group variable selection and estimation in the Tobit censored response model
• Group variable selection for data with dependent structures
• Least absolute relative error estimation
• Least product relative error estimation
• Local least absolute relative error estimating approach for partially linear multiplicative model
• Model Selection and Estimation in Regression with Grouped Variables
• Regression coefficient and autoregressive order shrinkage and selection via the lasso
• Relative-error prediction
• Simultaneous estimation and variable selection in median regression using Lasso-type penalty
• The Adaptive Lasso and Its Oracle Properties
• The Group Lasso for Logistic Regression
• The log-linear group-lasso estimator and its asymptotic properties

Cited in

(9)

• Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model
• Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach
• A relative error-based estimation with an increasing number of parameters
• H-relative error estimation for multiplicative regression model with random effect
• A new relative error estimation for partially linear multiplicative model
• Robust group identification and variable selection in regression
• A relative error-based approach for variable selection
• Adaptive least relative error estimation
• A novel group VIF regression for group variable selection with application to multiple change-point detection

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