ROS regression: integrating regularization with optimal scaling regression
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Publication:2292391
DOI10.1214/19-STS697zbMath1429.62310MaRDI QIDQ2292391
Jacqueline J. Meulman, Anita J. van der Kooij, Kevin L. W. Duisters
Publication date: 3 February 2020
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ss/1570780975
optimal scaling; Lasso and elastic net regularization for nominal and ordinal data; linearization of nonlinear relationships; monotonic group Lasso; monotonic step functions and splines; regularization for categorical high-dimensional data
Uses Software