Tuning Parameter Selection in the LASSO with Unspecified Propensity

DOI10.1007/978-3-319-69416-0_7MaRDI QIDQ4556969zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

LASSOparameter selection

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
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• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A survey of cross-validation procedures for model selection
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• Likelihood Methods and Nonparametric Tests
• Linear Model Selection by Cross-Validation
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• Penalized pairwise pseudo likelihood for variable selection with nonignorable missing data
• Reducing bias for maximum approximate conditional likelihood estimator with general missing data mechanism
• Regression Analysis Under Non-standard Situations: A Pairwise Pseudolikelihood Approach
• Semiparametric pseudo-likelihoods in generalized linear models with nonignorable missing data
• Shrinkage tuning parameter selection with a diverging number of parameters
• Tuning parameter selection in high dimensional penalized likelihood
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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

Describes a project that uses

Uses Software

• glmnet

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