A random-effect model approach for group variable selection

DOI10.1016/J.CSDA.2015.02.020zbMATH Open1468.62115OpenAlexW2147780093MaRDI QIDQ1663264FDOQ1663264

Youngjo Lee, Sangin Lee, Y. Pawitan

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)

Cites Work

• Penalized methods for bi-level variable selection
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• The Concave-Convex Procedure
• Model Selection and Estimation in Regression with Grouped Variables
• Variable selection using MM algorithms
• A selective review of group selection in high-dimensional models
• A group bridge approach for variable selection
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• A note on adaptive group Lasso
• Double Hierarchical Generalized Linear Models (With Discussion)
• Group coordinate descent algorithms for nonconvex penalized regression
• A new sparse variable selection via random-effect model

Cited In (2)

• Estimable group effects for strongly correlated variables in linear models
• Sparse pathway-based prediction models for high-throughput molecular data

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