The LASSO on latent indices for regression modeling with ordinal categorical predictors
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Publication:2189591
DOI10.1016/j.csda.2020.106951MaRDI QIDQ2189591
Samuel Müller, A. H. Welsh, Francis K. C. Hui
Publication date: 16 June 2020
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://openresearch-repository.anu.edu.au/bitstream/1885/219263/6/The%20LASSO%20on%20latent%20indices%20for%20regression%20AAM.pdf.jpg
model selection; dimension reduction; latent variables; interaction; factor analysis; factor variables
62-XX: Statistics
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