On stability issues in deriving multivariable regression models
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Cites work
- Adapting prediction error estimates for biased complexity selection in high-dimensional bootstrap samples
- Bagging predictors
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Boosting ridge regression
- Boosting With theL2Loss
- Bootstrap methods: another look at the jackknife
- Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
- Forward stagewise regression and the monotone lasso
- scientific article; zbMATH DE number 46169 (Why is no real title available?)
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- scientific article; zbMATH DE number 1906319 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- Least angle regression. (With discussion)
- Model Selection: An Integral Part of Inference
- Multivariable Model‐Building
- On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model
- Pitfalls of hypothesis tests and model selection on bootstrap samples: causes and consequences in biometrical applications
- Recent developments in bootstrap methodology
- Regression modeling strategies. With applications to linear models, logistic regression and survival analysis
- Regression with linear predictors. With 171 illustrations by Therese Graversen.
- Regressions by Leaps and Bounds
- Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy
- The Bayesian Lasso
- The Little Bootstrap and Other Methods for Dimensionality Selection in Regression: X-Fixed Prediction Error
- The practical utility of incorporating model selection uncertainty into prognostic models for survival data
- The Use of Resampling Methods to Simplify Regression Models in Medical Statistics
- To explain or to predict?
- Two graphical displays for outlying and influential observations in regression
Cited in
(18)- Stabilizing variable selection and regression
- Detection of influential points as a byproduct of resampling-based variable selection procedures
- Visualization and assessment of model selection uncertainty
- Exploration of the variability of variable selection based on distances between bootstrap sample results
- IPF-LASSO: integrative \(L_1\)-penalized regression with penalty factors for prediction based on multi-omics data
- Subsampling versus bootstrapping in resampling-based model selection for multivariable regression
- Categorical variables with many categories are preferentially selected in bootstrap-based model selection procedures for multivariable regression models
- scientific article; zbMATH DE number 5864706 (Why is no real title available?)
- PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection
- scientific article; zbMATH DE number 4090613 (Why is no real title available?)
- Variable selection -- a review and recommendations for the practicing statistician
- Handling co-dependence issues in resampling-based variable selection procedures: a simulation study
- Pruning variable selection ensembles
- A novel bagging approach for variable ranking and selection via a mixed importance measure
- Deep learning and differential equations for modeling changes in individual-level latent dynamics between observation periods
- Stability of clinical prediction models developed using statistical or machine learning methods
- Selection of variables for multivariable models: opportunities and limitations in quantifying model stability by resampling
- Stability of the partial sum process of residuals in a multiple linear regression model
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