SIMEXBoost (Q115498)
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Boosting Method for High-Dimensional Error-Prone Data
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| English | SIMEXBoost |
Boosting Method for High-Dimensional Error-Prone Data |
Statements
16 November 2023
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Implementation of the boosting procedure with the simulation and extrapolation approach to address variable selection and estimation for high-dimensional data subject to measurement error in predictors. It can be used to address generalized linear models (GLM) in Chen (2023) <doi:10.1007/s11222-023-10209-3> and the accelerated failure time (AFT) model in Chen and Qiu (2023) <doi:10.1111/biom.13898>. Some relevant references include Chen and Yi (2021) <doi:10.1111/biom.13331> and Hastie, Tibshirani, and Friedman (2008, ISBN:978-0387848570).
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