Variable selection for varying-coefficient models with the sparse regularization
نویسندگان
چکیده
منابع مشابه
Variable selection for varying coefficient models with the sparse regularization
Varying-coefficient models are useful tools for analyzing longitudinal data. They can effectively describe a relationship between predictors and responses repeatedly measured. We consider the problem of selecting variables in the varying-coefficient models via the adaptive elastic net regularization. Coefficients given as functions are expressed by basis expansions, and then parameters involved...
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ژورنال
عنوان ژورنال: Computational Statistics
سال: 2014
ISSN: 0943-4062,1613-9658
DOI: 10.1007/s00180-014-0520-3