Influence Diagnostics for High-Dimensional Lasso Regression

DOI10.1080/10618600.2019.1598869MaRDI QIDQ3391208zbMATH OpenOpenAlexWikidataFDO

Authors Bala Rajaratnam, Steven Roberts, Doug Sparks, Honglin Yu

Publication date 28 March 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/10618600.2019.1598869

zbMATH Keywords

large \(p\) small \(n\)model selectionregression diagnosticsshrinkage

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Least angle regression. (With discussion)
• Linear mixed models for longitudinal data
• Model selection procedure for high‐dimensional data
• Outlier detection in high-dimensional regression model
• Outlier detection using nonconvex penalized regression
• Random lasso
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Robust regression through the Huber's criterion and adaptive lasso penalty
• Stabilizing the Lasso against cross-validation variability
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Two graphical displays for outlying and influential observations in regression

Cited in

(6)

• Graphical Influence Diagnostics for Changepoint Models
• Assessing influential observations in pain prediction using fMRI data
• Distribution-insensitive influential point detection for high dimensional regression model
• Assessment of Case Influence in the Lasso with a Case-Weight Adjusted Solution Path
• Influence of single observations on the choice of the penalty parameter in ridge regression
• Detection of multiple influential observations on model selection

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