Tuning Parameter Selection in the LASSO with Unspecified Propensity

DOI10.1007/978-3-319-69416-0_7zbMATH Open1402.62166OpenAlexW2787152891MaRDI QIDQ4556969FDOQ4556969

Authors: Jiwei Zhao, Yang Yang 

Publication date: 28 November 2018

Published in: New Advances in Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-69416-0_7

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zbMATH Keywords

LASSOparameter selection

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Estimating the dimension of a model
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• A survey of cross-validation procedures for model selection
• Title not available (Why is that?)
• Shrinkage tuning parameter selection with a diverging number of parameters
• Title not available (Why is that?)
• Linear Model Selection by Cross-Validation
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Bayesian survival analysis
• Title not available (Why is that?)
• Consistent selection of tuning parameters via variable selection stability
• Tuning Parameter Selection in High Dimensional Penalized Likelihood
• Estimation in longitudinal studies with nonignorable dropout
• Nuisance parameter elimination for proportional likelihood ratio models with nonignorable missingness and random truncation
• Likelihood Methods and Nonparametric Tests
• Semiparametric pseudo-likelihoods in generalized linear models with nonignorable missing data
• Regression Analysis Under Non-standard Situations: A Pairwise Pseudolikelihood Approach
• Imputation-based adjusted score equations in generalized linear models with nonignorable missing covariate values
• Penalized pairwise pseudo likelihood for variable selection with nonignorable missing data
• Approximate conditional likelihood for generalized linear models with general missing data mechanism
• Reducing bias for maximum approximate conditional likelihood estimator with general missing data mechanism

Cited In (1)

• Statistical methods without estimating the missingness mechanism: a discussion of ‘statistical inference for nonignorable missing data problems: a selective review’ by Niansheng Tang and Yuanyuan Ju

Uses Software

• glmnet

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