Partial profile score feature selection in high-dimensional generalized linear interaction models

DOI10.4310/21-SII706OpenAlexW4214831241MaRDI QIDQ112760FDOQ112760

Authors: Zengchao Xu, Shan Luo, Zehua Chen, Zengchao Xu, Shan Luo, Zehua Chen 

Publication date: 2022

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/21-sii706

zbMATH Keywords

feature selectionhigh-dimensionalinteraction modelpartial profile scoresequential procedure

Mathematics Subject Classification ID

Statistics (62-XX) Parametric inference (62F99) Generalized linear models (logistic models) (62J12)

Cited In (3)

• Rank-based sequential feature selection for high-dimensional accelerated failure time models with main and interaction effects
• A semi-parametric approach to feature selection in high-dimensional linear regression models
• PPSFS

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