hierNet (Q21605)
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A Lasso for Hierarchical Interactions
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | hierNet |
A Lasso for Hierarchical Interactions |
Statements
9 September 2026
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Fits sparse interaction models for continuous and binary responses subject to the strong (or weak) hierarchy restriction that an interaction between two variables only be included if both (or at least one of) the variables is included as a main effect. For more details, see Bien, J., Taylor, J., Tibshirani, R., (2013) "A Lasso for Hierarchical Interactions." Annals of Statistics. 41(3). 1111-1141.
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Rob Tibshirani
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Identifiers
21 January 2021
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