SIMEXBoost

CRANSIMEXBoostMaRDI QIDQ115498FDOQ115498

Boosting Method for High-Dimensional Error-Prone Data

Bangxu Qiu, Li-Pang Chen

Last update: 16 November 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.0, 0.2.0

Description

Implementation of the boosting procedure with the simulation and extrapolation approach to address variable selection and estimation for high-dimensional data subject to measurement error in predictors. It can be used to address generalized linear models (GLM) in Chen (2023) <doi:10.1007/s11222-023-10209-3> and the accelerated failure time (AFT) model in Chen and Qiu (2023) <doi:10.1111/biom.13898>. Some relevant references include Chen and Yi (2021) <doi:10.1111/biom.13331> and Hastie, Tibshirani, and Friedman (2008, ISBN:978-0387848570).

Cites work

• Analysis of noisy survival data with graphical proportional hazards measurement error models
• De-noising boosting methods for variable selection and estimation subject to error-prone variables
• Analysis of Length-Biased and Partly Interval-Censored Survival Data with Mismeasured Covariates

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