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

DOI10.4310/21-SII706MaRDI QIDQ112760zbMATH OpenOpenAlexFDO

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)

• PPSFS
• 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

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