Variable Selection with Incomplete Covariate Data
نویسندگان
چکیده
منابع مشابه
Variable Selection and Prediction with Incomplete High-dimensional Data.
We propose a Multiple Imputation Random Lasso (mirl) method to select important variables and to predict the outcome for an epidemiological study of Eating and Activity in Teens. In this study 80% of individuals have at least one variable missing. Therefore, using variable selection methods developed for complete data after listwise deletion substantially reduces prediction power. Recent work o...
متن کاملCovariate selection in mixture models with the censored response variable
Zeng-Hua Lu School of Mathematics and Statistics, University of South Australia, City West, GPO Box 2471, SA 5001, Australia ([email protected]) Abstract This paper formulates a mixture model for modeling unobserved heterogeneity of explanatory mechanism. Our model allows for different sets of regressors, and/or different interactions among the same regressors in different regression regimes....
متن کاملVariable Selection for Large p Small n Regression Model with Incomplete Data: Application to QTL Mapping
Motivation: Polygenic effects on complex traits are usually studied by collecting large
متن کاملCovariate Assisted Variable Ranking
Consider a linear model y = Xβ + z, z ∼ N(0, σIn). The Gram matrix Θ = 1 n X ′X is non-sparse, but it is approximately the sum of two components, a low-rank matrix and a sparse matrix, where neither component is known to us. We are interested in the Rare/Weak signal setting where all but a small fraction of the entries of β are nonzero, and the nonzero entries are relatively small individually....
متن کاملModel selection in incomplete data
Model selection in complete data is a common task for the applied researcher. However, in many scenarios data are incomplete which further complicates the task of model selection. In this talk, we will specify the problem of model selection in incomplete data and discuss several possible solutions using multiple imputation. First, we will define a new general measure for the correct model selec...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Biometrics
سال: 2008
ISSN: 0006-341X
DOI: 10.1111/j.1541-0420.2008.01003.x