Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error

DOI10.1080/10618600.2018.1425626OpenAlexW3100943233MaRDI QIDQ73072

Magne Thoresen, Øystein Sørensen, Kristoffer Herland Hellton, Arnoldo Frigessi, Øystein Sørensen, Kristoffer H. Hellton, Magne Thoresen, Arnoldo Frigessi

Publication date: 6 June 2018

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.1070

zbMATH Keywords

measurement errorgeneralized linear modelhigh-dimensional inferencesparse estimationmatrix uncertainty selector

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (9)

Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection ⋮ De-noising boosting methods for variable selection and estimation subject to error-prone variables ⋮ On high-dimensional Poisson models with measurement error: hypothesis testing for nonlinear nonconvex optimization ⋮ Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method ⋮ Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors ⋮ Model selection in high-dimensional noisy data: a simulation study ⋮ Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression ⋮ Estimation and inference in semi-functional partially linear measurement error models ⋮ hdme

Uses Software

• R
• glmnet
• Rcpp
• Rglpk

Cites Work

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