robStepSplitReg (Q158701)
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Robust Stepwise Split Regularized Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | robStepSplitReg |
Robust Stepwise Split Regularized Regression |
Statements
29 June 2023
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Functions to perform robust stepwise split regularized regression. The approach first uses a robust stepwise algorithm to split the variables into the models of an ensemble. An adaptive robust regularized estimator is then applied to each subset of predictors in the models of an ensemble.
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expanded from: GPL (≥ 2) (English)
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