Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR

DOI10.1111/j.1541-0420.2007.00843.xzbMath1146.62051WikidataQ41779347 ScholiaQ41779347MaRDI QIDQ5450461

Brian J. Reich, Howard D. Bondell

Publication date: 20 March 2008

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2605279

zbMATH Keywords

correlation; penalization; regression; variable selection; shrinkage; supervised clustering; Appalachian Mountains soil data; predictive group

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62P12: Applications of statistics to environmental and related topics

90C90: Applications of mathematical programming

Related Items

An overview of techniques for linking high‐dimensional molecular data to time‐to‐event endpoints by risk prediction models, OSCAR, Shrinkage and variable selection by polytopes, Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models, Biclustering via Sparse Singular Value Decomposition, Incorporating Predictor Network in Penalized Regression with Application to Microarray Data, Simultaneous Factor Selection and Collapsing Levels in ANOVA

Uses Software

• SQOPT

Cites Work

• Unnamed Item
• Finding predictive gene groups from microarray data
• Least angle regression. (With discussion)
• Piecewise linear regularized solution paths
• Sparsity and Smoothness Via the Fused Lasso
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• A Multivariate Exponential Distribution