A random-effect model approach for group variable selection

DOI10.1016/J.CSDA.2015.02.020MaRDI QIDQ1663264zbMATH OpenOpenAlexFDO

Authors Sangin Lee, Y. Pawitan, Youngjo Lee

Publication date 21 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2015.02.020

zbMATH Keywords

Lassomodel selectionsparse regressionhierarchical likelihood

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A group bridge approach for variable selection
• A new sparse variable selection via random-effect model
• A note on adaptive group Lasso
• A selective review of group selection in high-dimensional models
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Double Hierarchical Generalized Linear Models (With Discussion)
• Group coordinate descent algorithms for nonconvex penalized regression
• Model Selection and Estimation in Regression with Grouped Variables
• Nearly unbiased variable selection under minimax concave penalty
• Penalized methods for bi-level variable selection
• The Adaptive Lasso and Its Oracle Properties
• The Concave-Convex Procedure
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection using MM algorithms

Cited in

(7)

• Individualized Multidirectional Variable Selection
• The use of random-effect models for high-dimensional variable selection problems
• A new sparse variable selection via random-effect model
• Estimable group effects for strongly correlated variables in linear models
• Sparse pathway-based prediction models for high-throughput molecular data
• A novel group VIF regression for group variable selection with application to multiple change-point detection
• Stagewise generalized estimating equations with grouped variables

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