A uniform framework for the combination of penalties in generalized structured models

DOI10.1007/S11634-015-0205-YzbMath1414.62321OpenAlexW2073300221WikidataQ114688719 ScholiaQ114688719MaRDI QIDQ2418291

Gerhard Tutz, Margret-Ruth Oelker

Publication date: 3 June 2019

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11634-015-0205-y

zbMATH Keywords

ridgemodel selectiongroup LassoLassoSCADelastic netpenaltiesstructured regressionfused Lassogeneralized linear model (GLM)

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items (11)

Sparse regression with multi-type regularized feature modeling ⋮ Lasso regularization within the LocalGLMnet architecture ⋮ Modelling Clustered Heterogeneity: Fixed Effects, Random Effects and Mixtures ⋮ Editorial special issue: statistics in sports ⋮ Introducing Lasso-type penalisation to generalised joint regression modelling for count data ⋮ Mixture Composite Regression Models with Multi-type Feature Selection ⋮ Connecting the multivariate partial least squares with canonical analysis: a path-following approach ⋮ Sparse regression for large data sets with outliers ⋮ Variable Selection Using a Smooth Information Criterion for Distributional Regression Models ⋮ Tree-structured modelling of categorical predictors in generalized additive regression ⋮ Lasso-type penalization in the framework of generalized additive models for location, scale and shape

Uses Software

• R
• BayesX
• mgcv
• glmnet
• lars
• grplasso
• Fahrmeir
• gvcm.cat
• CasANOVA
• GIMP

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